摘要
郑权提出了求总极值问题的积分—水平集的概念性算法,同时给出了最优性条件.本文构造函数F(x),讨论了该函数的性质,证明求解原问题等价于求解方程F(c)=0的根.在文中给出了相应的总极值存在的最优性条件.
Zheng Quan proposed a conceptual algorithm of integral global optimization, and gained the optimality condition. In this paper a function F(x) has been used and its properties are been studied, Then, we prove the solution of the optimal problem is equal to finding the set of the roots of equation F(c) = 0 .Finnally The optimality condition was given.
出处
《应用数学与计算数学学报》
2007年第1期106-110,共5页
Communication on Applied Mathematics and Computation
关键词
总极值问题
积分-水平集算法
牛顿法
最优性条件
global optimization, integral-level set, Newton method, optimality condition