摘要
研究用于求解全局极值问题的填充函数法。为了减少填充函数的Hesse阵非正定对算法的影响,本文给出了一类带缓和项的填充函数并给出相应的算法。数值结果也表明它具有较好的性质。
Several filled functions are reported to seek the global minimum of multimodal functions. This paper proposes an alternative formulation that may reduce the non-positive definite effect of the Hessian of a filled function proposed before. Furthermore, a class of mitigators is defined, which is applied to im- prove the computational characteristics of filled functions. Results of numerical experiments on testing program are also reported.
出处
《青岛大学学报(自然科学版)》
CAS
2008年第3期41-45,共5页
Journal of Qingdao University(Natural Science Edition)
关键词
全局优化
填充函数法
非线性规划
global optimization
filled function method
nonlinear programming