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求解全局优化问题的填充函数算法

杨军君 叶仲泉

运筹与管理2011,Vol.20Issue(1):8-11,4.
运筹与管理2011,Vol.20Issue(1):8-11,4.

求解全局优化问题的填充函数算法

A Filled Function Method for Solving Global Optimization Problem

杨军君 1叶仲泉1

作者信息

  • 1. 重庆大学,数理学院,重庆,400030
  • 折叠

摘要

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 function.Numerical experiments show that the method is effective.

关键词

非线性规划/全局优化/填充函数法/极小点

分类

数理科学

引用本文复制引用

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):8-11,4.

运筹与管理

OA北大核心CHSSCDCSCDCSTPCD

1007-3221

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