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基于蒙特卡罗法与梯度法解非线性优化问题的研究 被引量:1

A study of solutions of nonlinear optimization problems based on Monte Carlo algorithm and gradient algorithm
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摘要 提出混合应用蒙特卡罗法与梯度法求解非线性最优化问题的算法,并用数值实例验证该混合算法的有效性. In this paper, we propose a hybrid algorithm of Monte Carlo algorithm and gradient algorithm to solve nonlinear optimization problems, and give examples to show the effectiveness of this hybrid algorithm.
出处 《宁德师范学院学报(自然科学版)》 2017年第2期127-130,共4页 Journal of Ningde Normal University(Natural Science)
基金 福建省大学生创新创业训练计划项目(201510398028)
关键词 蒙特卡罗法 梯度法 非线性优化问题 Monte Carlo algorithm gradient algorithm nonlinear optimization problems
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