摘要
常规DCD(dynamic canonical descent)算法具有全局优化能力且无需考虑目标函数的可微性,只要预先定义优化空间即可,但是该算法的收敛速度有限,为此提出了变参数DCD算法,并建立了其相应的算法迭代格式。在数值试验和工程应用中将该变参数DCD算法与常规的DCD算法进行比较,其结果均表明:变参数DCD算法在全局优化能力和收敛速度上找到了一个均衡点,该算法不仅具有DCD算法的全局优化能力,而且收敛时所需的目标函数评估次数少,在优化过程中该算法展示出了稳定性强且优化结果可靠度高的一面。
The general dynamic canonical descent(DCD) algorithm is able to avoid being trapped by local optimization with a limited speed,and does not assume the cost function to be differentiable if firstly given a appropriate space interval.The iterative format of the algorithm is discussed.The mutative DCD algorithm is based on the general DCD algorithm;the two algorithms are compared in numerical experiments and engineering application.The recults show that the mutative DCD algorithm can converge to the global best point with a few objective function evaluations;and a tradeoff between time and space complexities and the capabilities to locate the global optimum up to a certain precision with a good numerical stability and credible results are obtained.
出处
《岩土力学》
EI
CAS
CSCD
北大核心
2009年第S1期282-286,共5页
Rock and Soil Mechanics
关键词
变参数
全局优化
数值稳定性
目标函数评估
迭代格式
反分析
mutative parameters
global optimization
numerical stability
objective function evaluation
iterative format
back-analysis
