摘要
类似于无约束全局优化问题,本文给出了求解约束全局优化问题的一个填充函数方法,首先给出了约束全局优化问题的填充函数定义,在此定义的基础上提出了一个单参数填充函数。讨论了该函数的性质,并设计了一个填充函数算法,数值计算结果显示该算法是有效的和可行的。
In this paper, a new auxiliary function with one parameter for escaping the current local minimizer of a global optimization problem is proposed. Firstly, we give the definition of the filled function for constrained problem and prove it is really a filled function under some mild assumptions. Then, a new algorithm is presented according to the theoretical analysis. We also report preliminary numerical results.
出处
《工程数学学报》
CSCD
北大核心
2008年第5期795-803,共9页
Chinese Journal of Engineering Mathematics
基金
The National Natural Science Foundation of China (10571137 and 10571116)
the Great Natural Science Foundation of Henan University of Science and Technology (2005ZD006)
关键词
局部极小
全局优化
填充函数方法
非线性规划
local minimizer
global optimization
filled function method
nonlinear programming
