一个求解全局最优解的改进函数变换法

A Modified Transformation Function Method for Global Optimization

给出了一个求解非线性规划全局最优问题的含单参数改进的函数变换方法。给出了改进的辅助函数的定义。讨论了所构造的辅助函数的几个性质,并按照其理论性质设计了一个求解连续的非线性规划全局最优解的函数变换算法,并对几个经典的算例进行了数值试验。数值试验结果表明,所给的方法对解决非线性规划全局最优问题是有效和可信的。

In this paper, a modified wansforming function method for global optimization is proposed. This function contains only one parameter which is easily to be adjusted in the process of minimization. The authors also investigate the theoretical properties of this function, design a new solution algorithm are investigated. At last, the authors test several classical test problems is tested. The computational results show that the proposed method is quite liable and efficient.