无约束全局最优化的一种新的辅助函数法  

A Novel Auxiliary Function Method for Unconstrained Global Optimization

作　　者：吴至友[1] 刘呈军[1] 

机构地区：[1]重庆师范大学数学学院,重庆401331

出　　处：《重庆师范大学学报（自然科学版）》2013年第1期1-6,共6页Journal of Chongqing Normal University:Natural Science

基　　金：国家自然科学基金(No.10971241)

摘　　要：对无约束全局最优化问题提出一种新的平稳点函数法和拟平稳点函数法,通过实现一系列局部极小化来获得问题的全局极小。这种求解过程由局部极小化的两阶段循环组成:第一阶段对原目标函数执行局部极小化;第二阶段对提出的这种新的平稳点函数或拟平稳点函数执行极小化,同时使得原目标函数下降。最后通过举例,并运用Matlab7.11进行数值计算,结果表明:本文提出的新的平稳点函数法和拟平稳点函数法是非常有效的。In this paper, we present novel stationary point of function method and quasi stationary point of function method for un-constrained global optimization problems to attain the global optimality by implement a series of local minimization. More concrete- ly, the solution process consists of a two-phase cycle of local minimization： the first phase execute local search of the original objec tive function. The second stage proposed implementation of this new stationary point of function or quasi stationary point of function minimization, while making the original objective function decreased. Finally, some numerical examples are checked by using Matlab7.11 which illustrate that the new stationary point of function method and quasi stationary point of function method are effi cient.

关 键 词：全局最优化 辅助函数 局部极小化 平稳点函数法 拟平稳点函数法 

分 类 号：O221.2[理学—运筹学与控制论]