| 一种求非线性规划全局最小解的算法 |
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| 引用本文： | 刘铁彪 王日爽. 一种求非线性规划全局最小解的算法[J]. 北京航空航天大学学报, 1994, 20(3): 324-329 |
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| 作者姓名： | 刘铁彪 王日爽 |
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| 作者单位： | 北京航空航天大学应用数理系 |
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| 摘 要： | 在评述了近２０年来发展的全局最优化方法之后，提出了一种求解全局最优化问题的算法，即从一个求得的局部最小解点出发，去解一个最大化问题，这个最大化问题是构造一个辅助函数去寻求一个更好的局部最优解，这样就产生一个局部最小解序列，得后得到全局最小解，另外还有了全局收敛性定理，也给出了数值例子。
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| 关 键 词： | 非线性规划 数值 全局最优解 |
A ALGORITHM FOR SOLVING THE GLOBAL OPTIMIZATION OF NONLINEAR PROGRAMMING |
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| Liu Tiebiao,Wang Rishuang. A ALGORITHM FOR SOLVING THE GLOBAL OPTIMIZATION OF NONLINEAR PROGRAMMING[J]. Journal of Beijing University of Aeronautics and Astronautics, 1994, 20(3): 324-329 |
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| Authors: | Liu Tiebiao Wang Rishuang |
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| Abstract: | In this paper.after making a comment on the global optimization methods developed inthe last two decades, we prerent an algorithm to solve global optimization problems startingfrom a solved local minimal point. then we solove a maximization problem in which an auxiliary function is constructed. to find another local solution which has better objective value.This algorithm generates a sequence of local minima. Finally, a global solution will be found.A theorem on the global convergence and some numerical results are also given. |
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| Keywords: | non-linear programming: optimization algorithms numerical values: globaloptimal solution |
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