求解多变量非线性全局最优解_求非线性规划问题全局最优解的辅助函数方法.pdf...

摘要

Subject: The auxiliary function method for nonlinear

global optimization

Specialty: Applied Mathematics

Name: Sun Zhenyang

Supervisor: Shang Youlin

ABSTRACT

Global optimization problem is a broad used discipline ，which constructs

computing approaches to find the optimal solution and study the theory and

application value, the theoretical and practical value of these methods so that manager

discusses the characters of optimal choice on decision problems . Methods for solving

global optimization are effectively applied in most of problems such as science

technology, engineering design, economics and management. Research on global

optimization has made rapid progress recently. Now it has developed into an

independent branch in the optimization field. In recent decades many new approaches

for global optimization have been proposed ，such as interval method,integral-level set

method,the tunneling function method and the filled function method. The filled

function method and tunneling function method is to realize the process of solving the

global optimal solution by using an auxiliary transform function, so we refer to them

as the auxiliary function method. The core content of this paper is the auxiliary

function method for nonlinear global optimization.

The paper is organized as follows: In the first chapter, some basic concepts and

characters of general nonlinear programming are introduced ．Then some approaches