研究带线性约束的非凸全局优化问题，在有效集算法的基础上提出了一个具有间断扩散性质的随机微分方程算法，讨论了算法的理论性质和收敛性，证明了算法以概率收敛到问题的全局最优解，最后列出了数值实验效果.
In this paper, the nonconvex global optimization problem with linear constraints is studied. Based on the effective set algorithm, a stochastic differential equation algorithm with stochastic diffusion properties is proposed. The theoretical properties and convergence of the algorithm are discussed. It is proved that the algorithm converges to the global optimal solution of the problem with probability 1. Finally, the numerical experiment results are listed.
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