一类新的寻求全局最优解的填充函数  

A New Class of Filled Functions for Finding Global Optimization

作　　者：刘津[1] 叶仲泉[1] 

机构地区：[1]重庆大学数理学院,重庆400030

出　　处：《计算机技术与发展》2010年第6期36-38,共3页Computer Technology and Development

摘　　要：填充函数法是一种求解多变量、多极值函数全局最优化的有效方法,该方法最早由葛人溥在文献[1]中提出,这种方法的关键是构造填充函数。文中在无Lipschitz连续条件下,考虑用单参数填充函数求解无约束全局优化问题,给出了一类新的形式简单的单参数填充函数。容易证明该填充函数在参数充分小时就能保持其填充性质。根据这个填充函数还提出了一个求解无约束优化问题的填充函数算法,通过一些检验函数的数值运算结果验证了算法的可行性和有效性。The filled function method is an effective approach for finding the global minima of multimodal and multidimensional functions.This method is proposed by Ge in literature[1]firstly,constructing filled function is vital to the results of optimization.By constructing a new class of filled function without the Lipschitz continuous,a global optimal solution to a general non-constraint problem is searched.It is easy to prove that this new filled function can keep filling properties easily when the parameter is small enough.The corresponding algorithm was also discussed in this paper,the reliability and efficiency of this algorithm are showed by some numerical results.

关 键 词：全局最优解 填充函数法 极小点 

分 类 号：O221.2[理学—运筹学与控制论]