Modified Integral-Level Set Method for the Constrained Solving Global Optimization

TIAN Wei-wen; WU Dong-hua; ZHANG Lian-sheng; LI Shan-liang

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Article Navigation > Applied Mathematics and Mechanics > 2004 > 25(2): 181-188

TIAN Wei-wen, WU Dong-hua, ZHANG Lian-sheng, LI Shan-liang. Modified Integral-Level Set Method for the Constrained Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2004, 25(2): 181-188.

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Modified Integral-Level Set Method for the Constrained Solving Global Optimization

1.
Department of Mathematics, School of Science, Shanghai University, Shanghai 200436, P. R. China;

Received Date: 2002-05-28
Rev Recd Date: 2003-09-09
Publish Date: 2004-02-15

Abstract

Abstract

The constrained global optimization problem being considered,a modified integral-level set method was illustrated based on Chew-Zheng's paper on Integral Global Optimization and Wu's paper on Implementable Algorithm Convergence of Modified Integral-Level Set Method for Global Optimization Poblem.It has two characters:1)each phase must construct a new function which has the same global optimal value as that of primitive objective function;2)comparing it with Zheng's method, solving level set procedure is avoided.An implementable algorithm also is given and it is proved that this algorithm is convergent.
- constrained global optimization,
- integral-level set,
- convergence

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References(9)

References

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