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凸二次整数规划的随机水平值逼近算法

彭拯 邬冬华

彭拯, 邬冬华. 凸二次整数规划的随机水平值逼近算法[J]. 应用数学和力学, 2008, 29(6): 726-734.
引用本文: 彭拯, 邬冬华. 凸二次整数规划的随机水平值逼近算法[J]. 应用数学和力学, 2008, 29(6): 726-734.
PENG Zheng, WU Dong-hua. Stochastic Level-Value Approximation for Quadratic Integer Convex Programming[J]. Applied Mathematics and Mechanics, 2008, 29(6): 726-734.
Citation: PENG Zheng, WU Dong-hua. Stochastic Level-Value Approximation for Quadratic Integer Convex Programming[J]. Applied Mathematics and Mechanics, 2008, 29(6): 726-734.

凸二次整数规划的随机水平值逼近算法

基金项目: 国家自然科学基金资助项目(10671117);上海市重点学科资助项目(J50101);湖南省教育厅青年基金资助项目(06B037)
详细信息
    作者简介:

    邬冬华(1961- )男,上海人,教授,博士(联系人.Tel:+86-21-66132413;E-mail:dhwu@staff.shu.edu.cn).

  • 中图分类号: O221.2

Stochastic Level-Value Approximation for Quadratic Integer Convex Programming

  • 摘要: 对凸二次整数极小化问题提出了一种随机水平值逼近算法,该算法应用了重点取样技术,并利用极小化相对熵的思想来更新取样密度.对算法的渐近收敛性进行了证明,给出了数值实验的结果.
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  • 被引次数: 0
出版历程
  • 收稿日期:  2007-07-09
  • 修回日期:  2008-04-30
  • 刊出日期:  2008-06-15

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