用正交设计方法求解非线性规划的区间约束最优化问题

Research of Solving Bound Constrained Optimization of Nonlinear Programming with Orthogonal Design

给出了以正交设计原理为基础的两种方法———正交表法和加点正交表法,求解非线性规划的区间约束最优化问题。方法不要求目标函数可导,不依赖于初始点,计算速度快,算法简单,容易编成程序在计算机上执行。用检验考题对算法进行了验证。

Introduces two methods called orthogonal array method and adding points orthogonal array method, which are based on the orthogonal design to solve bound constrained optimization of nonlinear programming. Methods are independent of the initial points;the objective function need not be differentiable. Algorithms are simple and easy to be programed for running on a computer, and the running time is satisfactory. Some discussions are also given for a number of testing problems.