摘要
给出了约束优化问题测试算例的一个构造方法,分别给出了非凸规划、凸规划测试函数的构造方法,构造的约束优化问题在可行域边界达到最优解。并就构造的算例分别用非线性规划求解软件进行了验证,结果表明构造方法是有效的。
A constructing method of testing constrained optimization problems is presented. Test functions for general non-convex programming and convex programming problems whose global optimal solution over the given domain occurs on its edge are presented. These test problems were validated by software of nonlinear programming, numerical results were reported which demonstrated this method was effective.
出处
《新乡学院学报》
2010年第2期8-10,共3页
Journal of Xinxiang University
基金
陕西省教育厅自然科学研究项目(09JK381)
关键词
约束优化问题
测试函数
非凸规划
凸规划
全局最优解
constrained optimization problems
test functions
non-convex programming
convex programming
global optimal solution
