An Approach To Finding A Global Minimization With Equality And Inequality Constraints
Lian-sheng Zhang 11 Shanghai University of Science and Technology, Shanghai, China
Received 1987-4-11 Revised Online 2006-12-8
We give an approch for finding a global minimization with equality and inequality Constraints.Our approach is to construct an exact penalty function, and prove that the global minimal points of this exact penalty function are the primal constrained glovbal minimal points. Thus we convert the problem of global constrained optimization into a problem of global unconstrained optimization.
Furthermore, the integral approach for finding a global minimization for a class of discontinuous functions is used and an implementable algorithm is given.