An Approach to Finding a Global Minimization with Equality and Inequality Constraints

An Approach to Finding a Global Minimization with Equality and Inequality Constraints

Year:    1988

Author:    Lian-Sheng Zhang

Journal of Computational Mathematics, Vol. 6 (1988), Iss. 4 : pp. 375–382

Abstract

We give an approach for finding a global minimization with equality and inequality Constraints.
Our approach is to construct an exact penalty function, and prove that the global minimal points of this exact penalty function are the primal constrained global minimal points. Thus we convert the problem of global constrained optimization into a problem of global unconstrained optimization.
Furthermore, the integral approach for finding a global minimization for a class of discontinuous functions is used and an implementable algorithm is given.  

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1988-JCM-9525

Journal of Computational Mathematics, Vol. 6 (1988), Iss. 4 : pp. 375–382

Published online:    1988-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Keywords:   

Author Details

Lian-Sheng Zhang