| 微分方程在约束优化中的应用 |
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| 引用本文： | 周宗放. 微分方程在约束优化中的应用[J]. 重庆邮电学院学报(自然科学版), 1991, 3(1): 75-82 |
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| 作者姓名： | 周宗放 |
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| 作者单位： | 重庆邮电学院基础部 |
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| 摘 要： | 本文提出求解一般约束优化问题的一种新方法,对具等式和不等式约束的非线性规划问题,可通过数值积分来寻找具有二次收敛速度的局部最优解。给出的例子表明了本算法是有效的。
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| 关 键 词： | 微分方程 约束优化 应用 |
The Applications of Differential Equations In Constrained Optimzation |
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| Zhou Zhongfang. The Applications of Differential Equations In Constrained Optimzation[J]. Journal of Chongqing University of Posts and Telecommunications(Natural Sciences Edition), 1991, 3(1): 75-82 |
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| Authors: | Zhou Zhongfang |
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| Affiliation: | Department of Basic Courses |
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| Abstract: | In this paper,a new method to solve the general constrained optimization pro- blem is proposed.The problem of finding the local optimal solutions of the no- nlinear programming problem with equality and unequality constraints is considered by solving the differential equation with appropriate numerical procedure.Moreover, the rate of convergence to optimal solutions is quadratic.Some numerical result is given to show the efficiency of the method proposed in this paper. |
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| Keywords: | constrained optimization differential equation local optimal solutions |
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