基于黄金分割的全局最优化方法

The Global Optimization Method Based on Golden-section

提出了求无约束问题全局最优解的一种直接解法。该方法将经典的0.618由一维推广到了二维,将原算法的适用范围由单峰函数推广到了多峰函数,从而可以求全局最优解,该算法具有结构简单、精度高、对计算机硬件要求低等优点。此外,给出了收敛性证明。仿真结果表明算法是有效的。

A new algorithm for finding unconstrained nonlinear optimization problems is presented.It is a kind of direct method.The method not only extends the Golden-section method from one-dimensional space to two-dimensional space but also extends the applied range of the original algorithm from one-peak function to multi-peak function,thereby it holds true for finding global optimization problems.The method has simple structure,high precision and low requirement to computer hardware.Proof of the method is given.Illustration shows the method is effective.