The Up-Down Algorithm for Solving Global Optimization Problems
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摘要: 本文提出了尋4求整體最優解的一種新算法。這個算法對一類范圍甚廣的工程優化問題(維數 ≤ 5~6)較為有效。文中給出了算法及收斂性、最優性條件、計算實施的若干建議,以及計算實例。Abstract: A new algorithm which is called the Up-down Algorithm, forsolving a global optimization problem is given. The algorilhm is more efficient for a class of engineering optimization problems that have a dimension n ≤ 5-6. The algorithm and its convergence, optimization condition, some suggestions about the computation, and the examples are given.
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Key words:
- global optimization /
- Up-Down algorithm /
- multiple numerical integration
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