用于全局优化的一种新辅助函数及其性质

A Novel Auxiliary Function and Its Properties for Global Optimization

从填充函数法的思想出发,基于启发式想法,提出了一种基于两阶段变换目标函数,进而用于全局优化的新辅助函数法,对新辅助函数的性质和其中的参数进行了理论分析.数值实验表明,与其他辅助函数优化方法相比,新方法放松了对参数的约束,收敛速度更快,解的精度更高.

Starting from the thought of filled function and basing on the heuristic idea,a kind of objective functions based on two-phase transformation is proposed.Furthermore,a novel auxiliary function for global optimization is put forward.The properties and the parameters of the presented function are analyzed theoretically.In comparison with the other optimization methods for auxiliary function,the proposed approach relaxes the constraint for parameters.Moreover,numerical experiments show that proposed method can achieve faster convergence speed and higher accuracy of the solutions.