Title of article
Optimality condition and algorithm with deviation integral for global optimization
Author/Authors
Yao، نويسنده , , Yirong and Chen، نويسنده , , Liu-wei ZHENG، نويسنده , , Quan، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2009
Pages
14
From page
371
To page
384
Abstract
To study the integral global minimization, a general form of deviation integral is introduced and its properties are examined in this work. In terms of the deviation integral, optimality condition and algorithms are given. Algorithms are implemented by a properly designed Monte Carlo simulation. Numerical tests are given to show the effectiveness of the method.
Keywords
global optimization , Global optimality condition , Deviation integral , Robust analysis , Integral global minimization , Stochastic implementation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2009
Journal title
Journal of Mathematical Analysis and Applications
Record number
1560402
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