数学物理学报 ›› 1999, Vol. 19 ›› Issue (5): 550-558.

• 论文 • 上一篇    下一篇

总体优化一类双参数填充函数算法的改进

  

  1. (福州大学计算机系 福州 350002)

    (中国科学院软件研究所计算机科学开放研究实验室 北京 100080)

  • 出版日期:1999-12-05 发布日期:1999-12-05

Modification of a Class of Double-Parameterized Filled Function Methods for Global Optimization

  1. (Department of Computer Science, Fuzhou University, Fuzhou 350002)

    (Institute of Software, Chinese Academy of Sciences, Beijing 100080)

  • Online:1999-12-05 Published:1999-12-05

摘要:

求解无约束总体优化问题的一类双参数填充函数算法需要假设该问题的局部极小解的个数只有有限个, 而且填充函数中参数的选取与局部极小解的谷域的半径有关. 该文对其填充函数作了适当改进, 使得新的填充函数算法不仅无需对问题的局部极小解的个数作假设, 而且填充函数中参数的选取与局部极小解的谷域的半径无关. 数值试验表明算法是有效的

关键词: 总体优化, 双参数填充函数算法, 局部极小解的个数.

Abstract:

A class of doubleparameterized filled function methods developed for unconstrained global minimization problem needs the assumption that the optimization problem has only a finite number of local minimizers, and has parameters which are restricted by the inimal radius of the S-basin of some local minimizer of the problem. In this paper, we modify them such that the two weaknesses are overcome. Numerical experiments show that the algorithm is efficient.

Key words: Global optimization, The filled function method, Number of local minimizers.

中图分类号: 

  • 90C30