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一种改进的填充函数法
  • 期刊名称:同济大学学报(自然科学版),2008, 36(6), 837-840
  • 时间:0
  • 分类:O221.2[理学—运筹学与控制论;理学—数学]
  • 作者机构:[1]同济大学数学系,上海200092, [2]上海大学悉尼工商学院,上海201800
  • 相关基金:基金项目:国家自然科学基金资助项目(10771162)
  • 相关项目:非线性互补函数和滤子方法在约束非线性规划的算法中的应用
中文摘要:

提出一种新的求解无约束全局优化问题的方法,此方法把修正的Broyden-Davidon-Fletcher-Powell(BFGS)方法与填充函数方法相结合,可以从目标函数f(x)的当前极小点x1^*出发找到另一个局部极小点x^*2,且f(x^*1)≥,(x^*2),然后再以x^*2为初始点用同样的方法来求f(x)的更小的局部极小点,反复以上过程,最终可以找到f(x)的全局最小点x^*g经过数值检验,表明方法是可行有效的.

英文摘要:

This paper presents a modified filled function method for finding a global solution of the unconstrained optimization. The algorithm combines modified Broyden-Davidon-Fletcher-Powell (BFGS) with filled function, and its key idea is to leave from a current local minimizer x^*l to another lower minimizer x^*2of the original objective function f(x). With x^*2 replacing x^*1, a much lower minimizer of f(x) can be found in the same way. Repeating the above process, the global minimizer x^*g of f(x) can be obtained finally. An algorithm is developed from this modified filled function. The computational results show that this algorithm is efficient and reliable.

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