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
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.