一类关于非光滑全局优化的双参数填充函数(英文)

A Two-parameter New Filled Function for Nonsmooth Global Optimization

为在有界闭集上寻找非光滑函数的全局极小点,本文在文献[12]的基础上提出了一个改进的填充函数定义,然后给出了一个新的双参数填充函数.讨论了所给填充函数的理论和数值性质并设计了相应的算法.分析表明所给填充函数对参数的选择优于相关文献中的结果.数值实验表明,本文所给出的新的填充函数算法是有效的.

For finding a global minimizer of a nonsmooth function on a closed bounded domain,this paper gives a modified concept of a filled function based on [12]. Then a two-parameter filled function is proposed. Theoretical and numerical properties of the proposed filled function are investigated and corresponding solution algorithm is proposed. The choice of the parameters is better than known results in literatures. Numerical results obtained indicate the efficiency of the ＇proposed new filled function method.