跨越函数法:一类全局优化的新策略

Cross Function Method(CFM):A New Strategy for Global Optimization

提出了一类求解全局优化问题的新策略:跨越函数法.与以填充函数法为代表的一类全局优化方法相比,跨越函数法直接凸显了在求解全局优化问题时构造辅助函数的目的,并能仅通过一次迭代跨越函数值比当前局部极小值高的区域,而直接找到原函数f(x)的位于函数值比当前局部极小值低的区域中的局部极小点,通过有限次迭代,找到全局最优解.

A new strategy for global optimization,cross function method （CFM）, was proposed. Compared with the concept of the auxiliary function methods represented by the filled function method（FFM）, the concept of the CFM shows the objective to construct the auxiliary functions more clearly,moreover, CFM can cross the higher region within one iteration and directly achieve the local minimizer of the previous function f（x） located in the lower region,and the global minimizer is found after iterations.