约束全局优化问题的一个单参数填充函数方法(英文)  

A Filled Function Method with One Parameter for Constrained Global Optimization

作　　者：王伟祥[1] 尚有林[2] 张连生[3] 

机构地区：[1]上海第二工业大学数学系,上海201209 [2]河南科技大学数学系,洛阳471003 [3]上海大学数学系,上海200444

出　　处：《工程数学学报》2008年第5期795-803,共9页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation of China (10571137 and 10571116);the Great Natural Science Foundation of Henan University of Science and Technology (2005ZD006)

摘　　要：类似于无约束全局优化问题,本文给出了求解约束全局优化问题的一个填充函数方法,首先给出了约束全局优化问题的填充函数定义,在此定义的基础上提出了一个单参数填充函数。讨论了该函数的性质,并设计了一个填充函数算法,数值计算结果显示该算法是有效的和可行的。In this paper, a new auxiliary function with one parameter for escaping the current local minimizer of a global optimization problem is proposed. Firstly, we give the definition of the filled function for constrained problem and prove it is really a filled function under some mild assumptions. Then, a new algorithm is presented according to the theoretical analysis. We also report preliminary numerical results.

关 键 词：局部极小 全局优化 填充函数方法 非线性规划 

分 类 号：O221[理学—运筹学与控制论]