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不等式约束全局优化的填充函数法 被引量:1

A Filled Function Method for Inequality Constrained Global Optimization
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摘要 本文考虑带不等式约束的全局优化问题,为了解决此类问题,文中给出了填充函数的定义。通过给出的定义证明了文中构造的复合函数是填充函数,并且依据填充函数的特点,给出了一个相应的填充函数算法。最后通过示例结果验证了该算法的可行性。 In this paper, we considered global optimization problems with inequality constraints and de-fined a filled function for such problems. A new auxiliary function with one parameter was proposed,we proved that it was a filled function. Then a new solution algorithm was proposed according to the charac-teristics of filled function. Preliminary numerical results demonstrate the efficiency of this global method for inequality constrained global optimization.
机构地区 上海大学数学系
出处 《中国海洋大学学报(自然科学版)》 CAS CSCD 北大核心 2013年第11期117-120,共4页 Periodical of Ocean University of China
基金 国家自然科学基金项目(10571116)资助
关键词 局部极小点 全局极小点 填充函数法 全局最优化 local minimizer global minimizer filled function method global optimization
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