求解约束优化问题的一类单参数填充函数  被引量:2

Class of Filled Functions with One Parameter for Solving Constrained Programming

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作  者:王历权[1] 叶仲泉[1] 刘津[1] 

机构地区:[1]重庆大学数理学院,重庆400030

出  处:《科学技术与工程》2010年第1期183-186,共4页Science Technology and Engineering

摘  要:全局优化问题在科学计算、工程技术、经济管理等领域得到越来越广泛的应用,近些年来,人们相继提出一些求解无约束全局优化问题的算法,但对于求解约束优化问题的填充函数鲜有讨论。求解全局优化问题的填充函数法的关键之一在于构造一个叫作填充函数的辅助函数,文章在无强制性条件下给出了一类新的求解带一般约束优化问题的单参数填充函数,讨论了其良好的填充性质,并按其理论性质设计了一个算法,数值实验表明该函数是有效的。Global optimization management. In these years,a lot but the algorithms for constrained is widley used in the filleds of science caculation,engineering and economic of algorithms for unconstrained global optimization global optimization problems were sparingly gived. problems were proposed, One of the vital steps for solving constrained global optimization problems is to construct a function called filled function. A filled function with one parameter was proposed for solving constrained global optimization problems without the mandatory condition. Theoretical properties of the filled function are investigated and an algorithm was developed from the filled function. Numerical experiments showed that the method is effective.

关 键 词:约束优化 填充函数 全局极小点 可行域 

分 类 号:O221.2[理学—运筹学与控制论]

 

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