| 基于Monte-Carlo求约束积分总极值 |
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| 引用本文： | 余泓,王玉青.基于Monte-Carlo求约束积分总极值[J].苏州科技学院学报(自然科学版),2007,24(4):12-16,60. |
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| 作者姓名： | 余泓 王玉青 |
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| 作者单位： | 1. 苏州科技学院,数理学院,江苏,苏州,215009
2. 嘉兴学院,数学系,浙江,嘉兴,314001 |
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| 摘 要： | 利用罚函数法将有约束问题转化成无约束优化问题，提出了变测度积分-水平集方法。通过Monte—Carlo随机投点来实现全局最优解，数值实验说明不仅计算简捷而且具有较高的精度。
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| 关 键 词： | 积分-水平集 有约束 |
| 文章编号： | 1672-0687（2007）04-0012-05 |
| 收稿时间： | 2007-07-05 |
| 修稿时间： | 2007年7月5日 |
An Integral Method for Solving the Constrained Problem Based on Monte-Carlo |
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| YU Hong,WANG Yu-Qing.An Integral Method for Solving the Constrained Problem Based on Monte-Carlo[J].Journal of University of Science and Technology of Suzhou,2007,24(4):12-16,60. |
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| Authors: | YU Hong WANG Yu-Qing |
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| Abstract: | In this paper, the penalty function method is used to transform a constrained optimal problem into an unconstrained problem, and the variable measure intergral-level set algorithm is proposed. The global optimization is solved with the Monte-Carlo metod. The numerical value cases indicate that this method is not only convenient and fast, but also considerably accurate. |
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| Keywords: | Monte-Carlo |
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