文献类型：期刊文献

英文题名：TRANSFORMED FUNCTIONS FOR GLOBAL OPTIMIZATION WITH LINEAR CONSTRAINTS

作者：Wang, Wei[2];Xu, Yifan[1]

机构：[1]Fudan Univ, Sch Management, Shanghai 200433, Peoples R China;[2]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China

年份：2010

卷号：6

期号：3

起止页码：641

外文期刊名：PACIFIC JOURNAL OF OPTIMIZATION

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000282924300010)】；

基金：This paper is supported by the NSFC (70771028), NSFC key project (70832002) and the NBRPC-973 Program (2007CB814904).

语种：英文

外文关键词：nonlinear programming; global optimization; linear constraints; transformed function

摘要：In this paper, two transformed functions are presented for constrained global optimization with multi-extremum objective function. These transformed functions take a key role in the proceeding for the global optimization. We prove that if the current minimizer is not a global one, there must exist an optimal point of the transformed function in a "lower region" such that the objective value is less than the current minimizer. Thus, the primal problem can get a better minimizer. Moreover, an algorithm is given to show the application of transformed functions.