期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

有限维逼近无限维总极值的积分型方法(英文) 被引量：5

Finite Dimensional Approximation to Global Minima- An Integral Approach
在线阅读 下载PDF
导出
摘要 本文用有限维逼近无限维的方法来讨论函数空间中的总体最优化问题.我们给出了新的最优性条件和用变测度方法求得的有限维解逼近总体最优解的算法.对于有约束问题,我们用不连续罚函数法把有约束问题化为无约束问题来求解.最后,我们通过一个具有非凸状态约束的最优控制问题的实例来说明算法的有效性. New optimality conditions of the integral global minimization are applied to characterize global minimum in functional space as a sequence of approximating solutions in finite-dimensional spaces. A variable measure algorithm is used to find such solutions. For a constrained problem, a discontinuous penalty method is proposed to convert it to unconstrained ones. A numerical example on optimal control problem with non convex state constraints is given to show that the algorithm is efficient.
作者 贺真真 崔洪泉 郑权
机构地区 上海大学数学系
出处 《运筹学学报》 CSCD 北大核心 2005年第1期21-31,共11页 Operations Research Transactions
关键词 无限维 有限维 总极值 逼近 最优性条件 积分 函数空间 测度方法 有效性 问题 Operations research, optimality conditions, integral global minimization, variable measure, finite Dimensional approximation
分类号 O174.5 [理学—基础数学] O224 [理学—运筹学与控制论]
  • 相关文献

参考文献7

  • 1S.H. Chew, Q. Zheng. Integral Global Optimization. Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, New York, 1988, 298.
  • 2H. Cui, C. Wang, Q. Zheng. On Optimality Conditions and Algorithms for Integral Global Minimization. preprint.
  • 3N.N. Vakhania. Probability Distributions on Linear Spaces. North Holland, New York, 1981.
  • 4B. Wu, H. Cui, Q. Zheng. Integral Minimization of Constrained Problems with Discontinuous Penalty Functions. preprint.
  • 5Q. Zheng, L. Zhang. Global minimization of constrained problems with discontinuous penalty functions. Computers and Mathematics with Applications, 1998, 37: 151,,-162.
  • 6Q. Zheng, D. Zhuang. Finite dimensional approximation to solutions of minimization problems in functional spaces. Optimization, 1992, 26: 33-50.
  • 7Q. Zheng, D. Zhuang. Integral global optimization of constrained problem in functional space with discontinuous penalty functions, in Recent Advances in Global Optimization, C.A. Floudas,P.M. Pardalos eds., Princeton University Press, 1992, 298-320.

同被引文献19

  • 1吴斌,崔洪泉,郑权.Integral Global Minimization of Constrained Problems with Discontinuous Penalty Functions[J].Journal of Shanghai University(English Edition),2005,9(5):385-390. 被引量：1
  • 2郑权 蒋百川.一个求总极值的方法[J].应用数学学报,1978,1(2):161-173.
  • 3彭拯,邬冬华,田蔚文.约束全局最优化的水平值估计算法[J].计算数学,2007,29(3):293-304. 被引量：10
  • 4Zwart P.B.Nonlinear programming:counterexamples to global optimization algorithms by Ritter and Tui[J].Operation Research,1973,2:1260-1266.
  • 5Chew S.H.,Zheng Q.Integral Global Optimization,Lecture Notes in Economics and Mathematical Systems[M].Springer-Verlag,New york,1988.
  • 6Vakhania N.N.Probability Distribution on Linear Spaces[M].North Holland,New York,1981.
  • 7Zheng Q.,Zhuang D.Finite dimensional approximation to solutions of minimization problems in functional spaces[J].Optimization,1992,26:33-50.
  • 8Quan Zheng.Robust analysis and global optimization[J]. Annals of Operations Research . 1990 (1)
  • 9WU Dog-hua,YU Wu-yang,ZHENG Quan.A sufficient and necessary condition for global optimization. Journal of Applied Mathematics . 2010
  • 10Phu,H. X.,Hoffmann,A.Essential supremum and supremum of summable functions. Numerical Functional Analysis and Optimization . 1996

引证文献5

二级引证文献1

运筹学学报
2005年 第1期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部