摘要
利用改进的填充函数的定义,对一般的无约束最优化问题给出了一个新的单参数填充函数,分析并证明了此填充函数的性质.利用该填充函数,构造了新的算法,对此算法进行了数值实验,并将此算法做了比较,结果表明此填充函数算法是可行的.
In this paper, a novel filled function with one parameter is suggested for finding a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. One algorithm is presented according to the theoretical analysis. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
出处
《运筹学学报》
CSCD
2009年第4期101-108,共8页
Operations Research Transactions
基金
国家自然科学基金(10571116)
上海市教育委员会科研创新项目(09YZ408)
关键词
运筹学
全局最优化
填充函数方法
Operations research, global optimization, filled flmction method
