| A DERIVATIVE-FREE ALGORITHM FOR UNCONSTRAINED OPTIMIZATION |
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| 作者姓名： | Peng Yehui Liu Zhenhai |
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| 作者单位： | [1]School of Math. Sci. and Comput. Tech. , Central South Univ. , Changsha 410075,China. [2]Dept. of Math. ,Huaihua College,Hunan 418008,China |
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| 基金项目： | Supported by Scientific Research Fund of Hunan Province Education Committee （04C464） and by Huaihua College. |
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| 摘 要： | In this paper a hybrid algorithm which combines the pattern search method and the genetic algorithm for unconstrained optimization is presented. The algorithm is a deterministic pattern search algorithm,but in the search step of pattern search algorithm,the trial points are produced by a way like the genetic algorithm. At each iterate, by reduplication,crossover and mutation, a finite set of points can be used. In theory,the algorithm is globally convergent. The most stir is the numerical results showing that it can find the global minimizer for some problems ,which other pattern search algorithms don＇t bear.
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| 关 键 词： | 无约束优化 模式搜索法 遗传算法 倒数算法 |
| 收稿时间： | 2005-03-21 |
A derivative-free algorithm for unconstrained optimization |
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| Peng Yehui Liu Zhenhai.A DERIVATIVE-FREE ALGORITHM FOR UNCONSTRAINED OPTIMIZATION[J].Applied Mathematics A Journal of Chinese Universities,2005,20(4):491-498. |
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| Authors: | Peng Yehui Liu Zhenhai |
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| Institution: | (1) School of Math. Sci. and Comput. Tech., Central South Univ., 410075 Changsha, China;(2) Dept. of Math., Huaihua College, 418008 Hunan, China |
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| Abstract: | . In this paper a hybrid algorithm which combines the pattern search method and the genetic algorithm for unconstrained optimization is presented.The algorithm is a deterministic pattern search algorithm,but in the search step of pattern search algorithm,the trial points are produced by a way like the genetic algorithm.At each iterate, by reduplication,crossover and mutation, a finite set of points can be used.In theory,the algorithm is globally convergent.The most stir is the numerical results showing that it can find the global minimizer for some problems,which other pattern search algorithms don't bear. |
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| Keywords: | unconstrained optimization pattern search method genetic algorithm global minimizer |
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