共查询到19条相似文献,搜索用时 109 毫秒
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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
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填充函数法是求解多变量、多极值函数全局优化问题的有效方法.这种方法的关键是构造填充函数.本文在无Lipschitz连续条件下,对一般无约束最优化问题提出了一类单参数填充函数.讨论了其填充性质,并设计了一个求解约束全局优化问题的填充函数算法,数值实验表明,算法是有效的. 相似文献
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本文研究求解非线性约束优化问题.利用非单调无罚函数方法,提出了一个新的序列二次规划算法.该算法在每次迭代过程中只需求解一个QP子问题和一个线性方程组.在一般条件下,算法具有全局收敛性,数值结果表明,计算量小于单调且含罚函数的传统算法. 相似文献
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填充函数法是求解全局优化问题的一个重要的确定性算法,这种方法的关键是构造具有良好性质的填充函数.构造了一个新的求解无约束全局优化问题的填充函数.函数连续可微且只包含一个参数.通过分析该函数的相关性质,设计了相应的算法.数值实验表明该算法简单有效. 相似文献
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本文给出求解界约束优化问题的一种新的非单调谱投影梯度算法. 该算法是将谱投影梯度算法与Zhang and Hager [SIAM Journal on Optimization,2004,4(4):1043-1056]提出的非单调线搜索结合得到的方法. 在合理的假设条件下,证明了算法的全局收敛性.数值实验结果表明,与已有的界约束优化问题的谱投影梯度法比较,利用本文给出的算法求解界约束优化问题是有竞争力的. 相似文献
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卫星舱内长方体群布局的优化模型及全局优化算法 总被引:7,自引:2,他引:5
本文研究了卫星舱内长方体群优化问题,建立了一个三维布局优化模型,并用图论,群论等工具克服了布局优化问题时断时续性质带来的困难,在此基础上构造了一个全局收敛的优化算法,文中所用的方法可用于求解类似问题。 相似文献
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M. M. Ali 《Journal of Global Optimization》2006,35(1):27-52
In a competitive market investors in a data network need to give utmost considerations on profitability. They must have clear
picture of the size, growth rate and demand for different services. However, the investors’ budget may be limited, and therefore
the speed at which the network is rolled out, must be carefully planned to ensure that they can meet profitability targets.
We model first the roll out order as combinatorial optimization problems and then extend them as continuous optimization problems.
We then implement these models in a practical problem. Numerical studies suggested that the optimization problems have multiple
local minima. Therefore, a global optimization technique is used to obtain the global minimum for the continuous variable
problem and a combinatorial optimization technique is used to solve the discrete variable problem. Optimal financial indicators
are obtained to assess the commercial viability of the network. Finally, we demonstrate that the solution of these optimization
problems can provide an investment policy to the investors in data networks.
*This network is a combined telephone and data network such as VIP (Voice over Internet Protocol).
M. M. Ali: Visitor at the Institute for Mathematics and its Applications, University of Minnesota, USA. 相似文献
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In this paper a new multidimensional extension of the recently developed one-dimensional enclosure method called kite is given for interval global optimization. A more sophisticated version of the pruning technique based on the kite method is introduced. By the new componentwise approach all the one-dimensional theoretical results and procedures can be used in the higher-dimensional case. The possibilities in the implementation of the new algorithm together with numerical results on 40 standard test problems are presented. 相似文献
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This paper is concerned with a portfolio optimization problem under concave and piecewise constant transaction cost. We formulate
the problem as nonconcave maximization problem under linear constraints using absolute deviation as a measure of risk and
solve it by a branch and bound algorithm developed in the field of global optimization. Also, we compare it with a more standard
0–1 integer programming approach. We will show that a branch and bound method elaborating the special structure of the problem
can solve the problem much faster than the state-of-the integer programming code. 相似文献
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求非光滑全局优化问题的区间算法 总被引:2,自引:0,他引:2
本文通过区间工具和目标函数的特殊导数提出了一个非光滑全局优化问题的区间算法,所提出的方法能给出问题的全部全局极小点及全局极小值,理论分析和数值结构均表明本文方法是有效的。 相似文献
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In this paper a successive optimization method for solving inequality constrained optimization problems is introduced via a parametric monotone composition reformulation. The global optimal value of the original constrained optimization problem is shown to be the least root of the optimal value function of an auxiliary parametric optimization problem, thus can be found via a bisection method. The parametric optimization subproblem is formulated in such a way that it is a one-parameter problem and its value function is a monotone composition function with respect to the original objective function and the constraints. Various forms can be taken in the parametric optimization problem in accordance with a special structure of the original optimization problem, and in some cases, the parametric optimization problems are convex composite ones. Finally, the parametric monotone composite reformulation is applied to study local optimality. 相似文献
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采用既约预条件共轭梯度路径结合非单调技术解线性等式约束的非线性优化问题.基于广义消去法将原问题转化为等式约束矩阵的零空间中的一个无约束优化问题,通过一个增广系统获得既约预条件方程,并构造共轭梯度路径解二次模型,从而获得搜索方向和迭代步长.基于共轭梯度路径的良好性质,在合理的假设条件下,证明了算法不仅具有整体收敛性,而且保持快速的超线性收敛速率.进一步,数值计算表明了算法的可行性和有效性. 相似文献
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利用平面上的黄金分割法求全局最优解 总被引:5,自引:0,他引:5
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 . 相似文献
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D. W. Bulger 《Journal of Optimization Theory and Applications》2007,133(3):289-301
Grover’s quantum algorithm promises a quadratic acceleration for any problem formulable as a search. For unstructured search
problems, its implementation and performance are well understood. The curse of dimensionality and the intractability of the
general global optimization problem require any identifiable structure or regularity to be incorporated into a solution method.
This paper addresses the application of Grover’s algorithm when a local search technique is available, thereby combining the
quadratic acceleration with the acceleration seen in the multistart method.
The author thanks Dr. Bill Baritompa for helpful discussions. 相似文献