摘要
给出一类不可微优化问题的极大熵方法,并给出了该方法的收敛性分析.
Batsed upon the maximum entropy method,asmooth function named coher-ence function for the maximum function of nondifferentiable functions is substituted. Usingthis smooth technology,The constrained maximum-minimum problems are changed into un-constrained smooth optimization problems so that the program of unconstrained optimizationproblems which already in existence can be used,and the convergence analysises of thismethod is given.
出处
《曲阜师范大学学报(自然科学版)》
CAS
1995年第2期46-48,共3页
Journal of Qufu Normal University(Natural Science)
基金
国家自然科学基金
关键词
不可微优化
极大熵
收敛
非线性规划
nondifferentiable optimization penalty function maximum entropycoherence function