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混合约束最优化问题的直接解法
Preliminary study of a direct solution of mixed constrained optimization
【摘要】 针对可行域比较畸形的混合约束最优化问题 ,证明了联合应用消元法和随机方向搜索法求解该类问题的可行性 ,并给出了相应的算法和程序框图 .该算法具有良好的收敛性 ,但收敛速度将随着等式约束条件个数的增大而减小
【Abstract】 Aiming at the problem of optimization with deformed mixed constraints in practicable region, it is proved that an associated solution of the elimination with randomly directional searching is feasible for the category of mentioned problems and a corresponding algorithm and program block diagram are also given, This algorithm gives a good convergency, but its speed would be decreased with the growth of the number of equality constraints.
【关键词】 最优化;
混合约束;
消元法;
随机方向搜索法;
【Key words】 optimization; mixed constraints; elimination; randomly directional searching;
【Key words】 optimization; mixed constraints; elimination; randomly directional searching;
- 【文献出处】 甘肃工业大学学报 ,JOURNAL OF GANSU UNIVERSITY OF TECHNOLOGY , 编辑部邮箱 ,2000年03期
- 【分类号】TH122
- 【被引频次】4
- 【下载频次】128