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Journal of Shanghai University（Natural Science Edition） ›› 2012, Vol. 18 ›› Issue (1): 54-58.doi: 10.3969/j.issn.1007-2861.2012.01.011

• Mathematics.Physics and Chemistry • Previous Articles     Next Articles

Implementation of Global Optimization and Comparison with Several Deviation Integral Algorithms

WANG Xiao-li,LIANG Ze-liang,YAO Yi-rong,ZHENG Quan   

  1. College of Sciences, Shanghai University, Shanghai 200444, China
  • Received:2010-09-17 Online:2012-02-29 Published:2012-02-29

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Abstract: In this paper, several kinds of deviation integrals for global optimization are constructed. Their global minimization is solved and studied. To implement 100 variables of the algorithm with the Monte-Carlo technique, different deviation integrals for global optimization are used. Numerical tests show that the different deviation integrals have advantages for different objective functions.

Key words: deviation integral, global optimization, Monte-Carlo method, optimality conditions

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