约束优化问题的单参数填充函数算法  

A Single Parameter Filled Function Algorithm for Constrained Optimization Problems

作　　者：马素霞 高岳林 杨丽丽 柳迎春 MA Suxia;GAO Yuelin;YANG Lili;LIU Yingchun(School of Mathematics and Statistics,Ningxia University,Yinchuan 750021,China;School of Mathematics and Information Sciences,North Minzu University,Yinchuan 750021,China;Ningxia Scientific Computing and Intelligent Information Processing Collaborative Innovation Center,North Minzu University,Yinchuan 750021,China)

机构地区：[1]宁夏大学数学统计学院,宁夏银川750021 [2]北方民族大学数学与信息科学学院,宁夏银川750021 [3]宁夏科学计算与智能信息处理协同创新中心,宁夏银川750021

出　　处：《应用数学》2023年第4期891-902,共12页Mathematica Applicata

基　　金：国家自然科学基金(11961001);宁夏高等教育一流学科建设基金(NXYLXK2017B09);南京证卷支持基础学科研究项目(NJZQJCXK202201);北方民族大学研究生创新项目(YCX22096)。

摘　　要：本文研究约束优化问题的全局优化确定性方法.基于填充函数的定义,具体构造出了一个新的单参数填充函数并做了相关理论证明.结合SQP和BFGS局部极小化算法设计了新的填充函数全局优化算法.数值实验表明,该算法可行有效,具有良好的全局寻优能力.In this paper,the global optimization deterministic method for constrained optimization problems is studied.Based on the definition of filled function,a new single parameter filled function is constructed and the related theoretical proof is given.Combined with SQP and BFGS local minimization algorithm,a new filled function global optimization algorithm is designed.Numerical experiments show that the algorithm is feasible and effective,and has good global optimization ability.

关 键 词：全局优化 约束优化问题 填充函数方法 

分 类 号：O221.2[理学—运筹学与控制论]