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| 利用平面上的黄金分割法求全局最优解 | |
| 引用本文： | 宋巨龙,钱富才,彭刚.利用平面上的黄金分割法求全局最优解[J].数学的实践与认识,2004,34(11):113-117. |
| 作者姓名： | 宋巨龙 钱富才 彭刚 |
| 作者单位： | 1. 西安石油大学理学院,陕西,西安,710065 2. 西安理工大学自动化与信息工程学院,陕西,西安,710049 3. 贵州民族学院经济管理学院,贵州,贵阳,550025 |
| 摘 要： | 给出了无约束全局最优问题的一种解法 ,该方法是一维搜索中的 0 .61 8法的推广 ,不仅使其适用范围由一维扩展到平面上 ,并且将原方法只适用于单峰函数的局部搜索改进为可适用于多峰函数的全局最优解的搜索 .给出了收敛性证明 .本法突出的优点在于 :适用性强、算法简单、可以在任意精度内寻得最优解并且克服了以往直接解法所共有的要求大量计算机内存的缺点 .仿真结果表明算法是有效的 . |
| 关 键 词： | 黄金分割 算法 0.618 约束问题 最优化 |
| 修稿时间： | 2004年2月15日 |
Global Optimization Based on Golden Section Method on Plane |
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| SONG Ju-long,QIAN Fu-cai,PENG Gang.Global Optimization Based on Golden Section Method on Plane[J].Mathematics in Practice and Theory,2004,34(11):113-117. | |
| Authors: | SONG Ju-long QIAN Fu-cai PENG Gang |
| Institution: | SONG Ju-long1,QIAN Fu-cai2,PENG Gang3 |
| Abstract: | A new algorithm is presented, which is for solving global nonlinear optimization problems. The Golden section method in one dimensional search is extended to two dimensional space. The new method can not only be used to solve local optimization problem but also be used to solve global optimization problem. The proof of convergence is given. The main character of the algorithm is that it has a strong applicability and is quite simple and can be used to find the optimal solution at any precision. On the other hand, this method needs so little memory that it can be implemented on any personal computer and its efficiency is influenced little. |
| Keywords: | algorithm golden-section unstrained problem optimization |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |