期刊文献+

非线性规划的单调化方法 被引量:6

A Monotonization Method in Nonlinearing Prosramming Problem
在线阅读 下载PDF
导出
摘要 对一类约束函数单调而目标函数非单调的非线性规划问题,给出了将其目标函数单调化的一种方法。通过这些方法可将这类非凸非单调的非线性规划问题转化为等价的单调规划问题,进而再利用已有的关于单调函数的凸化、凹化方法,可将其转化为等价的凹极小问题、或反凸规划问题或标准D.C.规划问题,再利用已有的关于这些规划问题求全局极小点的方法,可以求得原问题的全局极小点。 In this paper a monotonization method is given to a kind of nonmonotone nonlinearing programming problem with some monotone constraints.Then this kind of nonmonotone nonlinearing programming problem can be converted into an equivalent monotone programming problem via this monotonization method.By using the existing convexification and concavification methods the converted monotone programming problem can be converted into an equivalent concave minimization problem or reverse convex programming problem or canonic D.C.programming problem.Therefore,the global minimizer of the original programming problem can be obtained by the existing algorithms about the converted structured problems.
作者 吴至友
出处 《重庆师范大学学报(自然科学版)》 CAS 2004年第2期4-7,11,共5页 Journal of Chongqing Normal University:Natural Science
基金 国家自然科学基金(NO.10171118) 重庆市教委资助项目(030809)
关键词 非线性规划 单调化 约束函数 全局极小点 凸化方法 凹化方法 目标函数 monotonization nonlinearing programming problem global minimizer
  • 相关文献

参考文献11

  • 1HORST R, PARDALOS P M,THOAI N V. Introduction to Global Optimization [ M ]. Dordrecht Netherland:Kluwer Academic Publisher. 1996.
  • 2LI D,SUN X L. Local Convexification of Lagrangian Function in Nonconvex Optimization[ J]. Journal of Optimization Theory and Applications. 2000,104:109-120.
  • 3HANS P, MANGASARIAN O L. Exact Penalty Functions in Nonlinear Programming[ J ]. Math. Programming, 1979,17:140-155.
  • 4TUY H. Convex Analysis and Global Optimization[ M ]. Dordrecht/Boston/London:Kluwer Academic Publishers. 1998.
  • 5HORST R. On the Convexification of Nonlinear Programming Problems:An Applications-oriented Survey[ J]. European Journal of Operations Research. 1984,15:382-392.
  • 6LI D, SUN X L, BISWAL M P,et al. Convexification Concavification and Monotonization in Global Optimization [ J ]. Annals of Operations Resarch. 2001,105:213-226.
  • 7SUN X L, MCKINNON K, LID. A Convexification Methods for a Class of Global Optimization Problem with Application to Reliability Optimization[ J ]. Journal of Global Optimization ,2001,21:185-199.
  • 8LI D. Zero Duality Gap for a Class of Nonconvex Optimization Problems [ J ]. Journal of Optimization Theory and Applications.1995,85:309-324.
  • 9LID. Convexification of Noninferior Frontier[ J]. Journal of Optimization Theory and Applications. 1996,88:177-196.
  • 10张连生,邬冬华.非线性规划的凸化,凹化和单调化[J].数学年刊(A辑),2002,23(4):537-544. 被引量:6

二级参考文献13

  • 1Li, D., Zero duality gap for a class of nonconvex optimization problems [J], Journal of Optimization Theory and Applications, 85(1995), 309-324.
  • 2Li, D., Convexification of noninferior frontier [J], Journal of Optimization Theory and Applications, 88(1996), 177-196.
  • 3Xu, Z. K., Local saddle points and convexification for nonconvex optimization problems[J], Journal of Optimization Theory and Applications, 94(1997), 739-746.
  • 4Li, D., Sun, X. L., Biswal, M. P. & Gao, F., Convexification, concavification and mono tonization in global optimization [J], Annals of Operations Research, 105(2001), 213226.
  • 5Horst, R. & Tuy, H., Global optimization: deterministic approaches [M], 2nd Edition, Springer-Verlag, Heidelberg, 1993.
  • 6Horst, R., Pardalos, P. M. & Thoai, N. V., Introduction to global optimization [M], Kluwer Academic Publishers, Dordrecht, Netherland, 1996.
  • 7Pardalos, P. M. & Rosen, J. B., Constrained global optimization: algorithms and ap- plications [M], Springer-Verlag, Berlin, 1987.
  • 8Rubinov, A. & Andramonov, M., Lipschitz programming vis increasing convex-along rays function [R], Research Report 14/98, school of Information Technology and Math ematical Sciences, University of Ballarat, 1998.
  • 9Barhen, J., Protopopescu, V. & Reister, D., TRUST: A deterministic algorithm for global optimization [J], Science, 276(1997), 1094-1097.
  • 10Horst, R., On the convexification of nonlinar programming problems: an applicationsoriented survey [J], European Journal of Operational Research, 15(1984), 382-392.

共引文献5

同被引文献43

引证文献6

二级引证文献10

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部