Новый подход к невыпуклой оптимизации

Авторы

  • А.С. Стрекаловский Институт динамики систем и теории управления имени В.М. Матросова СО РАН (ИДСТУ СО РАН) https://orcid.org/0000-0002-4664-6961
  • А.В. Орлов Институт динамики систем и теории управления имени В.М. Матросова СО РАН (ИДСТУ СО РАН)

Ключевые слова:

невыпуклая оптимизация, условия глобальной оптимальности, локальный поиск, глобальный поиск, вычислительный эксперимент

Аннотация

В работе предлагается новый подход к решению непрерывных невыпуклых задач оптимизации, основанный на условиях глобальной оптимальности. Детально представлена методика решения трех задач: задачи о полиэдральной отделимости, систем нелинейных уравнений и отыскания ситуации равновесия по Нэшу в биматричных играх посредством вариационного подхода с использованием методологии глобального поиска.

Авторы

А.С. Стрекаловский

А.В. Орлов

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Загрузки

Опубликован

02-05-2007

Как цитировать

Стрекаловский А., Орлов А. Новый подход к невыпуклой оптимизации // Вычислительные методы и программирование. 2007. 8. 160-176

Выпуск

Раздел

Раздел 1. Вычислительные методы и приложения