不等式约束全局优化的填充函数法  

A Filled Function Method for Inequality Constrained Global Optimization

作　　者：李忠豪[1] 张连生[1] 杨永健[1] 

机构地区：[1]上海大学数学系,上海200444

出　　处：《中国海洋大学学报（自然科学版）》2013年第11期117-120,共4页Periodical of Ocean University of China

基　　金：国家自然科学基金项目(10571116)资助

摘　　要：本文考虑带不等式约束的全局优化问题,为了解决此类问题,文中给出了填充函数的定义。通过给出的定义证明了文中构造的复合函数是填充函数,并且依据填充函数的特点,给出了一个相应的填充函数算法。最后通过示例结果验证了该算法的可行性。In this paper, we considered global optimization problems with inequality constraints and de-fined a filled function for such problems. A new auxiliary function with one parameter was proposed,we proved that it was a filled function. Then a new solution algorithm was proposed according to the charac-teristics of filled function. Preliminary numerical results demonstrate the efficiency of this global method for inequality constrained global optimization.

关 键 词：局部极小点 全局极小点 填充函数法 全局最优化 

分 类 号：O221.2[理学—运筹学与控制论]