| 求解全局优化问题的填充函数算法 |
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| 引用本文： | 杨军君,叶仲泉. 求解全局优化问题的填充函数算法[J]. 运筹与管理, 2011, 20(1) |
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| 作者姓名： | 杨军君 叶仲泉 |
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| 作者单位： | 重庆大学,数理学院,重庆,400030 |
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| 摘 要： | 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.
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| 关 键 词： | 非线性规划 全局优化 填充函数法 极小点 |
A Filled Function Method for Solving Global Optimization Problem |
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| YANG Jun-jun,YE Zhong-quan. A Filled Function Method for Solving Global Optimization Problem[J]. Operations Research and Management Science, 2011, 20(1) |
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| Authors: | YANG Jun-jun YE Zhong-quan |
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| Affiliation: | YANG Jun-jun,YE Zhong-quan(College of Mathematics and Physics,Chongqing University,Chongqing 400030,China) |
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| Abstract: | The filled function method is an effective approach for finding the global minima of multimodal and multidimensional function,and the constructed filled function is vital to the results of optimization.In this paper,a filled function with one-parameter is proposed for solving unconstrained global optimization problems without the Lipschitz continuous.Theoretical properties of the filled function are investigated,and an algorithm for constrained global optimization problem is developed from the filled functi... |
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| Keywords: | nonlinear programming global optimization filled function method minimizer |
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