| 一个无参数的填充函数算法 |
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| 引用本文： | 茅嘉,杨永建.一个无参数的填充函数算法[J].应用数学与计算数学学报,2010,24(1):35-44. |
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| 作者姓名： | 茅嘉 杨永建 |
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| 作者单位： | 上海大学数学系,上海,200444 |
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| 摘 要： | 自从1990年Ge R.P.教授在文章【A Filled Function Method for Finding a Global Minimizer of a Function of Several VariablesJ].Math.Programming,1990,46:191-204】中提出了求全局最优化的填充函数算法以来,此类算法的有效性一直受到调整参数的困扰,在上述文章最后他也期待出现无参数的填充函数.作为一种尝试,本文提出了一种新的无参数的填充函数,并在此基础上,构造出一个无参数填充函数算法.数值试验证明该算法是有效的,同时与已有的填充函数算法比较具有计算量小的优势.
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| 关 键 词： | 全局最优化 填充函数 无参数 |
| 收稿时间： | 2010-01-15 |
A Filled Function Method Without Parameter |
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| Mao Jia,Yang Yongjian.A Filled Function Method Without Parameter[J].Communication on Applied Mathematics and Computation,2010,24(1):35-44. |
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| Authors: | Mao Jia Yang Yongjian |
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| Institution: | Department of Mathematics, Shanghai University, Shanghai 200444, China |
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| Abstract: | In 1990, Professor Ge R.P. introduced the filled function method to solve optimization problems in his research 【A Filled Function Method for Finding a Global Minimizer of a Function of Several VariablesJ]. Math. Programming, 1990, 46: 191-204】 In this article, he looked forward to further reserach on the topic including developing the filled function method without parameter. This essay creates a new filled function with no parameter, which is proven to be more efficient in many calculation than a filled function with two parameters. |
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| Keywords: | global optimization filled function no parameter |
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