WU Dong-hua, YU Wu-yang, TIAN Wei-wen, ZHANG Lian-sheng. A Level-Value Estimation Method for Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2006, 27(7): 874-882.
 Citation: WU Dong-hua, YU Wu-yang, TIAN Wei-wen, ZHANG Lian-sheng. A Level-Value Estimation Method for Solving Global Optimization[J]. Applied Mathematics and Mechanics, 2006, 27(7): 874-882.

# A Level-Value Estimation Method for Solving Global Optimization

• Rev Recd Date: 2006-04-11
• Publish Date: 2006-07-15
• A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and its implementable approach's convergence is proved. Preliminary numerical results indicate that the method is effective.
•  [1] 郑权，蒋百川，庄松林.一个求总极值的方法[J].应用数学学报，1978,2(1):164—174. [2] CHEW Soo-hong，ZHENG Quan.Integral Global Optimization Theory，Implementation and Application[M].Lecture Notes in Economics and Mathematical Systems，No.298.Berlin:Springer-Verlag，1988. [3] Phu H X，Hoffmann A.Essential supremum and supremum of summable functions[J].Numerical Fucntional Analysis and Optimization，1996，17(1/2):167—180. [4] 华罗庚，王元.数论在近似分析中的应用[M].北京:科学出版社，1978. [5] 邬冬华，田蔚文，张连生.一个求总极值的实现算法及其收敛性[J].运筹学学报，1999,3(2):82—89. [6] WU Dong-hua,TIAN Wei-wen,ZHANG Lian-sheng.Optimality Condition for Solving Global Optimization[J].OR Transactions，2000，4(1):33—42. [7] 袁亚湘.非线性规划数值方法[M].上海:上海科学技术出版社，1993.

### Catalog

###### 通讯作者: 陈斌, bchen63@163.com
• 1.

沈阳化工大学材料科学与工程学院 沈阳 110142