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Journal of Shanghai University >

2012 , Vol. 18 >Issue 1: 54 - 58

DOI: https://doi.org/10.3969/j.issn.1007-2861.2012.01.011

Mathematics.Physics and Chemistry

Implementation of Global Optimization and Comparison with Several Deviation Integral Algorithms

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  • College of Sciences, Shanghai University, Shanghai 200444, China

Received date: 2010-09-17

  Online 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

Cite this article

WANG Xiao-li,LIANG Ze-liang,YAO Yi-rong,ZHENG Quan . Implementation of Global Optimization and Comparison with Several Deviation Integral Algorithms[J]. Journal of Shanghai University, 2012 , 18(1) : 54 -58 . DOI: 10.3969/j.issn.1007-2861.2012.01.011

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