摘要
全局信息能有效地指导搜索全局最优解。本文提出了一种构造反映全局信息的趋势函数，指导搜索全局最优的新方法。通过离散傅里叶变换和反变换能构造出反映系统整体信息的趋势函数，它可以为搜索全局最优提供指导信息。对于没有解析表达式的目标函数，也可以通过离散傅里叶变换和反变换来重构目标函数。该方法可以有效地避免陷入局部最小点。实例分析显示了解点逐渐向全局极小逼近的过程。叠代过程中只需计算少量离散点的函数值，计算效率较高，对目标函数计算困难时的寻优问题很有帮助。
Global information is helpul in global optimization. In this paper, a method of constructing a new function, Called trend function, Which can describe the global trend of the objective function, is introduced. The trhed function is constructed through an extended discrete fourier transformation and inverse discrete fourier transformation. With the help of the trend function, this method can oversome the attraction of local extreumus. Illustrations show the procedure of the solution approaching the global optimal point. This method can improve the efficiency of global optimization, reduce the computation and shorten the time of global optimization.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1998年第8期44-48,共5页
Systems Engineering-Theory & Practice
关键词
非线性规划
离散傅里叶变换
全局最优解
nonlinear programming
DFT
trend function, global optimization
