| A NECESSARY AND SUFFICIENT CONDITION FOR A POINT TO BE A GLOBAL MAXIMIZER OF A CONSTRAINED OPTIMIZATION |
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| 作者姓名： | SUNChuren |
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| 作者单位： | DepartmentofSystemsEngineeringandEngineeringManagement,TheChineseUniversityofHongKong,HongKong;InternationalBusinessSchool,TheInstituteofForeignTradeofShanghai,Shanghai201600,China |
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| 摘 要： | It is difficult to judge whether a given point is a global maximizer of an unconstrained optimization problem. This paper deals with this problem by considering global information via integral and gives a necessary and sufficient condition judging whether a given point is a global maximizer of an unconstrained optimization problem. An algorithm is offered under such a condition and finally two test problems are verified via the offered algorithm.
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| 关 键 词： | 整体最优化化 整体极大化 必要条件 充分条件 辅助函数 |
A NECESSARY AND SUFFICIENT CONDITION FOR A POINT TO BE A GLOBAL MAXIMIZER OF A CONSTRAINED OPTIMIZATION |
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| SUNChuren.A NECESSARY AND SUFFICIENT CONDITION FOR A POINT TO BE A GLOBAL MAXIMIZER OF A CONSTRAINED OPTIMIZATION[J].Journal of Systems Science and Complexity,2005,18(1):111-118. |
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| Authors: | SUN Churen |
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| Abstract: | It is difficult to judge whether a given point is a global maximizer of an unconstrained optimization problem. This paper deals with this problem by considering global information via integral and gives a necessary and sufficient condition judging whether a given point is a global maximizer of an unconstrained optimization problem. An algorithm is offered under such a condition and finally two test problems are verified via the offered algorithm. |
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| Keywords: | Global optimization global maximizer necessary and sufficient condition auxiliary function |
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