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，最后得到全局最小解．另外还指明了全局收敛性定理，也给出了数值例子．
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.
出处
《北京航空航天大学学报》
EI
CAS
CSCD
北大核心
1994年第3期324-329,共6页
Journal of Beijing University of Aeronautics and Astronautics
关键词
非线性规划
数值
全局最优解
non-linear programming: optimization algorithms, numerical values: globaloptimal solution
