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约束不可微优化问题的极大熵方法
引用本文:刁科凤 赵平. 约束不可微优化问题的极大熵方法[J]. 曲阜师范大学学报, 1995, 21(2): 46-48
作者姓名:刁科凤 赵平
作者单位:曲阜师范大学运筹学研究所,临沂市农业银行
摘    要:给出一类不可微优化问题的极大熵方法,并给出了该方法的收敛性分析。

关 键 词:不可微优化 极大熵 收敛 非线性规划

THE MAXIMUM ENTROPY METHOD FOR CONSTRAINED NONDIFFERENTIABLE OPTIMIZATION PROBLEMS
Diao Kefeng, Zhao Ping. THE MAXIMUM ENTROPY METHOD FOR CONSTRAINED NONDIFFERENTIABLE OPTIMIZATION PROBLEMS[J]. Journal of Qufu Normal University(Natural Science), 1995, 21(2): 46-48
Authors:Diao Kefeng   Zhao Ping
Abstract:Batsed upon the maximum entropy method,asmooth function named coher-ence function for the maximum function of nondifferentiable functions is substituted. Usingthis smooth technology,The constrained maximum-minimum problems are changed into un-constrained smooth optimization problems so that the program of unconstrained optimizationproblems which already in existence can be used,and the convergence analysises of thismethod is given.
Keywords:nondifferentiable optimization penalty function maximum entropycoherence function
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