| 基于模矢搜索和遗传算法的混合约束优化算法 |
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| 引用本文： | 彭叶辉. 基于模矢搜索和遗传算法的混合约束优化算法[J]. 数学理论与应用, 2005, 25(4): 1-4 |
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| 作者姓名： | 彭叶辉 |
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| 作者单位： | 怀化学院数学系,怀化418008 |
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| 基金项目： | qSupported by Scientific Research Fund of Hunan Province Education Committee（04C464） and by Huaihua College. 刘正海教授推荐 |
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| 摘 要： | 近年,免梯度方法又开始引起大家的注意，由于不需要计算函数的梯度．特别适合用来求解那些无法得到梯度信息或需要花很大计算量才能得到梯度信息的问题．本文构造了一个基于模矢搜索和遗传算法的混合优化算法．在模矢搜索方法的搜索步，用一个类似于遗传算法的方法产生一个有限点集．算法是全局收敛的.
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| 关 键 词： | 约束优化 模矢搜索方法 遗传算法 混合算法 全局收敛 |
| 收稿时间： | 2005-06-07 |
A HYbrid Algorithm Combining Pattern Search Method and Genetic Algorithm for Bound Constrained Optimization |
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| Peng Yehui. A HYbrid Algorithm Combining Pattern Search Method and Genetic Algorithm for Bound Constrained Optimization[J]. Mathematical Theory and Applications, 2005, 25(4): 1-4 |
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| Authors: | Peng Yehui |
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| Affiliation: | Department of Mathematics ,Huaihua College, Huaihua ,Hunan 418008 ,P. R. China |
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| Abstract: | Recently,so-called derivative-free methods have attracted much attention,which don' t requirecomputation of derivatives of function and are particularly suitable for problems which the derivatives are notavailable or are extremely expensive to compute.This paper presents a hybrid algorithm which combines thepattern search method and the genetic algorithm for bound constrained optimization.In the search step of thepatter search algorithm,a finite set of points is obtained by a process similar to genetic algorithm.In theory,the algorithm is globally convergent. |
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| Keywords: | bound constrained optimization pattern search method hybrid algorithm genetic algorithm global minimizer |
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