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求解有约束最优化问题的不连续罚函数积分总极值法
引用本文:吴斌,崔洪泉,郑权.求解有约束最优化问题的不连续罚函数积分总极值法[J].上海大学学报(英文版),2005,9(5):385-390.
作者姓名:吴斌  崔洪泉  郑权
作者单位:[1]Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P. R. China [2]Columbus State University, Columbus, GA 31907, U.S.A.
摘    要:1IntroductionLetXbe a topological space ,Sa nonempty subsetofXandf:X→Ra real-valued function.Consider thefollowing constrained opti mization problem:c*=infx∈Sf(x) , (1)and the set of global mini mizers :H*={x∈S|f(x) =c*} (2)under the assumptions (see Refs .1] and 2]) :(A) :fis lower semi-continuous ,Sis closed andthere is a real numberbsuch that the setHb={x∈S|f(x)≤b} is a nonempty compact set ;(R) :fis upper robust onS,i.e.,{x∈S|f(x)
关 键 词:积分极小化  非连续处罚函数  约束性  优化条件
文章编号:1007-6417(2005)05-0385-06
收稿时间:2004-06-16
修稿时间:2004-07-09

Integral global minimization of constrained problems with discontinuous penalty functions
Wu?Bin,Cui?Hong-quan,Zheng?Quan.Integral global minimization of constrained problems with discontinuous penalty functions[J].Journal of Shanghai University(English Edition),2005,9(5):385-390.
Authors:Wu Bin  Cui Hong-quan  Zheng Quan
Institution:Shanghai University
Abstract:A class of discontinuous penalty functions was proposed to solve constrained minimization problems with the integral approach to global optimization, m-mean value and v-variance optimality conditions of a constrained and penalized minimization problem were investigated. A nonsequential algorithm was proposed. Numerical examples were given to illustrate the effectiveness of the algorithm.
Keywords:integral global minimization  constrained minimization problems  discontinuous penalty functions  
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