运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2005年
1期
21-31
,共11页
运筹学%最优性条件%积分型总体最优化%变测度方法%有限维逼近
運籌學%最優性條件%積分型總體最優化%變測度方法%有限維逼近
운주학%최우성조건%적분형총체최우화%변측도방법%유한유핍근
Operations research%optimality conditions%integral global minimiza-tion%variable measure%finite Dimensional approximation
本文用有限维逼近无限维的方法来讨论函数空间中的总体最优化问题.我们给出了新的最优性条件和用变测度方法求得的有限维解逼近总体最优解的算法.对于有约束问题,我们用不连续罚函数法把有约束问题化为无约束问题来求解.最后,我们通过一个具有非凸状态约束的最优控制问题的实例来说明算法的有效性.
本文用有限維逼近無限維的方法來討論函數空間中的總體最優化問題.我們給齣瞭新的最優性條件和用變測度方法求得的有限維解逼近總體最優解的算法.對于有約束問題,我們用不連續罰函數法把有約束問題化為無約束問題來求解.最後,我們通過一箇具有非凸狀態約束的最優控製問題的實例來說明算法的有效性.
본문용유한유핍근무한유적방법래토론함수공간중적총체최우화문제.아문급출료신적최우성조건화용변측도방법구득적유한유해핍근총체최우해적산법.대우유약속문제,아문용불련속벌함수법파유약속문제화위무약속문제래구해.최후,아문통과일개구유비철상태약속적최우공제문제적실례래설명산법적유효성.
New optimality conditions of the integral global minimization are applied to char-acterize global minimum in functional space as a sequence of approximating solutions infinite-dimensional spaces. A variable measure algorithm is used to find such solutions.For a constrained problem, a discontinuous penalty method is proposed to convert it tounconstrained ones. A numerical example on optimal control problem with non convexstate constraints is given to show that the algorithm is efficient.
