摘要
对于一类大规模、不可分的非线性组合优化问题，直接求解困难很大．本文把原问题嵌入到可分的参数规划问题中，并证明了原问题的最优解包含在可分的参数规划问题的最优解集中．然后从最优解集中挑出原问题的最优解．这种算法为三级算法．本文证明了算法的收敛性并建立了其理论基础，仿真效果好．
For a class of large scale, nonseparable and nonlinear composite optimization problems, it is difficult to solve it directly. This paper presents a method to embed the original problem into separable parametric optimization problems and proves that the optimal solutions of the original problems are in the set of solutions of separable parametric optimization problems. An approach is given to pick out the optimal solution from the set of solutions of the parametric optimization problems.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1999年第8期6-9,13,共5页
Systems Engineering-Theory & Practice
