求解全局优化问题的填充函数算法  

A Filled Function Method for Solving Global Optimization Problem

作　　者：杨军君[1] 叶仲泉[1] 

机构地区：[1]重庆大学数理学院,重庆400030

出　　处：《运筹与管理》2011年第1期8-11,共4页Operations Research and Management Science

摘　　要：填充函数法是求解多变量、多极值函数全局优化问题的有效方法。这种方法的关键是构造填充函数。本文在无Lipschitz连续条件下,对一般无约束最优化问题提出了一类单参数填充函数。讨论了其填充性质,并设计了一个求解约束全局优化问题的填充函数算法,数值实验表明,算法是有效的。The filled function method is an effective approach for finding the global minima of multimodal and multidimensional function,and the constructed filled function is vital to the results of optimization.In this paper,a filled function with one-parameter is proposed for solving unconstrained global optimization problems without the Lipschitz continuous.Theoretical properties of the filled function are investigated,and an algorithm for constrained global optimization problem is developed from the filled function.Numerical experiments show that the method is effective.

关 键 词：非线性规划 全局优化 填充函数法 极小点 

分 类 号：O221.2[理学—运筹学与控制论]