| Global Optimization Approach to Non-convex Problems |
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| 引用本文： | LU Zi-fang,ZHENG Hui-li Nanjing University of Posts and Telecommunications,Nanjing 200031,P.R. China. Global Optimization Approach to Non-convex Problems[J]. 中国邮电高校学报(英文版), 2004, 11(3) |
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| 作者姓名： | LU Zi-fang ZHENG Hui-li Nanjing University of Posts and Telecommunications Nanjing 200031 P.R. China |
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| 作者单位： | LU Zi-fang，ZHENG Hui-li Nanjing University of Posts and Telecommunications，Nanjing 200031，P.R. China |
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| 摘 要： | 1 Introduction Thispaperismainlyconcernedwiththefollowingop timizationproblem :min J(X) (1)SubjecttoX =(x1,x2 ,… ,xn)′∈Ω Rn (2 ) HereXisadecision makingvector ;theprimede notestranspositionofthevectorX ;ΩrepresentsthefeasibledomainandisaBanachspace ;Rnisthen di mensionalEuclideanspace ;J(X)representsaLipschitzdifferentialnon convexfunction .WewanttofindtheglobalminimumofJ(X) . Theformulatedproblemisoftenobservedandstudiedintherealworld .Themethodsoralgorithmsforsolvingthenon …
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Global Optimization Approach to Non-convex Problems |
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| LU Zi-fang,ZHENG Hui-li. Global Optimization Approach to Non-convex Problems[J]. The Journal of China Universities of Posts and Telecommunications, 2004, 11(3) |
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| Authors: | LU Zi-fang ZHENG Hui-li |
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| Abstract: | A new approach to find the global optimal solution of the special non-convex problems is proposed in this paper. The non-convex objective problem is first decomposed into two convex sub-problems. Then a generalized gradient is introduced to determine a search direction and the evolution equation is built to obtain a global minimum point. By the approach, we can prevent the search process from some local minima and search a global minimum point. Two numerical examples are given to prove the approach to be effective. |
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| Keywords: | global optimization non-convex function generalized gradient evolution equation |
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