| 总极值问题的几种变差积分算法的实现比较 |
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| 引用本文： | 王筱莉,梁泽亮,姚奕荣,郑权.总极值问题的几种变差积分算法的实现比较[J].上海大学学报(自然科学版),2012(1):54-58. |
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| 作者姓名： | 王筱莉 梁泽亮 姚奕荣 郑权 |
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| 作者单位： | 上海大学理学院 |
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| 基金项目： | 国家自然科学基金资助项目(10771133);上海市重点学科建设资助项目(S30104,J50101) |
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| 摘 要： | 构造3种类型的变差积分,并运用它们来研究和求解总极值问题.针对不同的变差积分算法,结合Monte-Carlo技术,分别对100个变量的具体实例进行算法实现.数值试验结果表明,所设计的变差积分算法对不同的目标函数都有优势。
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| 关 键 词： | 总极值问题 最优性条件 变差积分 Monte-Carlo方法 |
Implementation of Global Optimization and Comparison with Several Deviation Integral Algorithms |
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| WANG Xiao-li,LIANG Ze-liang,YAO Yi-rong,ZHENG Quan.Implementation of Global Optimization and Comparison with Several Deviation Integral Algorithms[J].Journal of Shanghai University(Natural Science),2012(1):54-58. |
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| Authors: | WANG Xiao-li LIANG Ze-liang YAO Yi-rong ZHENG Quan |
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| Institution: | (College of Sciences,Shanghai University,Shanghai 200444,China) |
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| Abstract: | In this paper,several kinds of deviation integrals for global optimization are constructed.Their global minimization is solved and studied.To implement 100 variables of the algorithm with the Monte-Carlo technique,different deviation integrals for global optimization are used.Numerical tests show that the different deviation integrals have advantages for different objective functions. |
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| Keywords: | global optimization optimality conditions deviation integral Monte-Carlo method |
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