求非线性规划问题全局最优解的辅助函数方法.pdfVIP

摘要 Subject: The auxiliary function method for nonlinear global optimization Specialty: Applied Mathematics Name: Sun Zhenyang Supervisor: Shang Youlin ABSTRACT Global optimization problem is a broad used discipline ，which constructs computing approaches to find the optimal solution and study the theory and application value, the theoretical and practical value of these methods so that manager discusses the characters of optimal choice on decision problems . Methods for solving global optimization are effectively applied in most of problems such as science technology, engineering design, economics and management. Research on global optimization has made rapid progress recently. Now it has developed into an independent branch in the optimization field. In recent decades many new approaches for global optimization have been proposed ，such as interval method,integral-level set method,the tunneling function method and the filled function method. The filled function method and tunneling function method is to realize the process of solving the global optimal solution by using an auxiliary transform function, so we refer to them as the auxiliary function method. The core content of this paper is the auxiliary function method for nonlinear global optimization. The paper is organized as follows: In the first chapter, some basic concepts and characters of general nonlinear programming are introduced ．Then some approaches