共查询到10条相似文献,搜索用时 62 毫秒
1.
A novel filled function with one parameter is suggested in this paper for finding a global minimizer for a general class of nonlinear programming problems with a closed bounded box. A new algorithm is presented according to the theoretical analysis. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. 相似文献
2.
A filled function method for constrained global optimization 总被引:1,自引:0,他引:1
In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function
is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of
filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a
filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization
problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained
global optimization problems. 相似文献
3.
In this paper, a new filled function which has better properties is proposed for identifying a global minimum point for a general class of nonlinear programming problems within a closed bounded domain. An algorithm for unconstrained global optimization is developed from the new filled function. Theoretical and numerical properties of the proposed filled function are investigated. The implementation of the algorithm on seven test problems is reported with satisfactory numerical results. 相似文献
4.
《Journal of Computational and Applied Mathematics》2005,181(1):200-210
The paper gives a definition of the filled function for nonlinear integer programming. This definition is modified from that of the global convexized filled function for continuous global optimization. A filled function with only one parameter which satisfies this definition is presented. We also discuss the properties of the proposed function and give a filled function method to solve the nonlinear integer programming problem. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. 相似文献
5.
The filled function method is considered as an efficient approach to solve the global optimization problems. In this paper, a new filled function method is proposed. Its main idea is as follows: a new continuously differentiable filled function with only one parameter is constructed for unconstrained global optimization when a minimizer of the objective function is found, then a minimizer of the filled function will be found in a lower basin of the objective function, thereafter, a better minimizer of the objective function will be found. The above process is repeated until the global optimal solution is found. The numerical experiments show the efficiency of the proposed filled function method. 相似文献
6.
The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method. 相似文献
7.
The filled function method is considered as an efficient method to find the global minimum of multidimensional functions. A number of filled functions were proposed recently, most of which have one or two adjustable parameters. However, there is no efficient criterion to choose the parameter appropriately. In this paper, we propose a filled function without parameter. And this function includes neither exponential terms nor logarithmic terms so it is superior to the traditional ones. Theories of the filled function are investigated. And an algorithm which does not compute gradients during minimizing the filled function is presented. Moreover, the numerical experiments demonstrate the efficiency of the proposed filled function. 相似文献
8.
9.
提出一个基于滤子技术的填充函数算法, 用于求解带箱式约束的非凸全局优化问题. 填充函数算法是求解全局优化问题的有效方法之一, 而滤子技术以其良好的数值效果广泛应用于局部优化算法中. 为优化填充函数方法, 应用滤子来监控迭代过程. 首先给出一个新的填充函数并讨论了其特性, 在此基础上提出了理论算法及算法性质. 最后列出数值实验结果以说明算法的有效性. 相似文献
10.
K. C. Kiwiel 《Journal of Optimization Theory and Applications》1986,48(3):437-449
This paper presents a method for minimizing the sum of a possibly nonsmooth convex function and a continuously differentiable function. As in the convex case developed by the author, the algorithm is a descent method which generates successive search directions by solving quadratic programming subproblems. An inexact line search ensures global convergence of the method to stationary points. 相似文献