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解决多维全局最优问题的一种新方法

New method of global optimization solving multi-dimensional problems
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摘要 对一种新的全局优化方法(称为APSAM方法)进行了研究,将模拟退火方法的随机搜索策略与局部寻优算法POWELL相结合,使得求解过程可以跳出局部最优值的区域,最终获得全局最优解。最后通过对一些典型的多极值方程进行优化,比较了APSAM方法与模拟退火法、POWELL法和PSAM方法的优化结果,仿真结果说明提出的算法优化能力较强,效果稳定可靠。 A new method to solve global optimization problems (namely, APSAM) is proposed. The random research strategy of simulated annealing method is put into the Powell algorithm. It can prevent optimizing process from trapping into the domain near local minima and can obtain the global minimum. By optimizing some typical algebraic equations with many local minima, the presented method is compared with simulated annealing method, powell method and PSAM method. Simulating results illustrate that the algorithm presented in this paper is very effective, stable and reliable.
出处 《计算机工程与设计》 CSCD 2004年第11期2061-2062,2073,共3页 Computer Engineering and Design
关键词 局部寻优 全局最优 仿真结果 局部最优 算法 多维 POWELL法 求解过程 方程 能力 global optimization powell method simulated annealing method
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参考文献9

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