Level-value estimation method for solving global optimization

Dong Hua Wu; Wu Yang Yu; Wei Wen Tian; Lian Sheng Zhang

doi:10.1007/s10483-006-0717-1

Level-value estimation method for solving global optimization

Dong Hua Wu^*, Wu Yang Yu, Wei Wen Tian, Lian Sheng Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.

Original language	English
Pages (from-to)	1001-1010
Number of pages	10
Journal	Applied Mathematics and Mechanics (English Edition)
Volume	27
Issue number	7
DOIs	https://doi.org/10.1007/s10483-006-0717-1
Publication status	Published - Jul 2006
Externally published	Yes

Keywords

Global optimization
Level-value estimation
Uniform distribution

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10.1007/s10483-006-0717-1

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Wu, D. H., Yu, W. Y., Tian, W. W., & Zhang, L. S. (2006). Level-value estimation method for solving global optimization. Applied Mathematics and Mechanics (English Edition), 27(7), 1001-1010. https://doi.org/10.1007/s10483-006-0717-1

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abstract = "A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.",

keywords = "Global optimization, Level-value estimation, Uniform distribution",

author = "Wu, {Dong Hua} and Yu, {Wu Yang} and Tian, {Wei Wen} and Zhang, {Lian Sheng}",

year = "2006",

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T1 - Level-value estimation method for solving global optimization

AU - Wu, Dong Hua

AU - Yu, Wu Yang

AU - Tian, Wei Wen

AU - Zhang, Lian Sheng

PY - 2006/7

Y1 - 2006/7

N2 - A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.

AB - A level-value estimation method was illustrated for solving the constrained global optimization problem. The equivalence between the root of a modified variance equation and the optimal value of the original optimization problem is shown. An alternate algorithm based on the Newton's method is presented and the convergence of its implementable approach is proved. Preliminary numerical results indicate that the method is effective.

KW - Global optimization

KW - Level-value estimation

KW - Uniform distribution

UR - http://www.scopus.com/inward/record.url?scp=33748690838&partnerID=8YFLogxK

U2 - 10.1007/s10483-006-0717-1

DO - 10.1007/s10483-006-0717-1

M3 - Article

AN - SCOPUS:33748690838

SN - 0253-4827

VL - 27

SP - 1001

EP - 1010

JO - Applied Mathematics and Mechanics (English Edition)

JF - Applied Mathematics and Mechanics (English Edition)

IS - 7

ER -

Level-value estimation method for solving global optimization

Abstract

Keywords

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