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