针对求解全局优化问题,有很多种求解方法。文中提出了一种快速求解一般无约束最优化问题的辅助函数方法。即F-C函数方法。该方法与填充函数法和跨越函数法相比较,既有相同点又有不同点。F-C函数法最大的优点就是在极小化F-C函数阶段中只需要进行一次局部极小化算法就能得到比当前极小值更低的目标函数局部极小点。文中在无Lipschitz连续的条件下,给出了一类新的求解全局优化问题的F-C函数。文中讨论了该F-C函数的优良性质并对该函数设计了相应的算法。最后,通过数值试验表明该F-C函数方法具有有效性和可行性。
For solving global optimization problems,there are many methods. It presents a method of auxiliary function that is F-C func- tion to solve quickly general unconstrained optimization problems. Compared to the filled function and cross function)there are different points and the same points in common. The F-C function minimization that needs only one stage of local minimization algorithm can get the objective function local minimum that is lower than the current minimum. This is an advantage for F-C function. It presents a new class of F-C function to solve global optimization problems without the Lipschitz continuous. Theproperties of the F-C function are dis- cussed and the corresponding algorithm is designed in this paper. Finally, through numerical experiments show that the F-C function method is valid and feasible.