求解箱式约束全局优化问题的降维算法

Dimensionality Reduction Algorithm for Global Optimization Problems with Closed Box Constraints

本文利用有限区间降维方法,将带箱式约束的多维优化问题转化为一维优化问题.然后利用一种加速方法对一维优化问题求全局最优解,并证明该最优解是原问题的近似解.最后给出算法和数值算例结果.

In this paper,the multi-dimensional optimization problem with box constraints is transformed into onedimensional optimization problem by using the finite interval dimension reduction method.The global optimal solution of the one-dimensional optimization problem is obtained by an accelerated method,which is an approximate solution of the original problem.Also the algorithm and the numerical results are listed.