运筹学学报 ›› 2020, Vol. 24 ›› Issue (4): 63-73.doi: 10.15960/j.cnki.issn.1007-6093.2020.04.005

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非线性整数规划问题的无参数填充函数算法

赵丹1,2, 高岳林1,2,3,*   

  1. 1. 北方民族大学数学与信息科学学院, 银川 750021;
    2. 宁夏科学计算与智能信息处理协同创新中心, 银川 750021;
    3. 宁夏智能与大数据处理重点实验室, 银川 750021
  • 收稿日期:2019-01-11 发布日期:2020-11-18
  • 通讯作者: 高岳林 E-mail:gaoyuelin@263.net
  • 基金资助:
    国家自然科学基金(No.11961001),宁夏高等教育一流学科建设基金(No.NXYLXK2017B09)

Non-parameter filled function method for nonlinear integer programming

ZHAO Dan1,2, GAO Yuelin1,2,3,*   

  1. 1. School of Mathematics and Information Science, North Minzu University, Yinchuan 750021, China;
    2. Ningxia Collaborative Innovation Center of Scientific Computing and Intelligent Information Processing, Yinchuan 750021, China;
    3. Ningxia Province Key Laboratory of Intelligent Information and Data Processing, Yinchuan 750021, China
  • Received:2019-01-11 Published:2020-11-18

摘要: 为解决无约束非线性整数规划问题,提出了一个新的无参数填充函数算法。构造的填充函数与原函数有相同的局部极小点,因此可以通过不断极小化填充函数从而找到全局最优解,极大地减少计算量,提高计算效率。通过对六个测试函数进行数值实验,结果表明这个算法是有效可行的。

关键词: 全局优化, 填充函数, 非线性整数规划

Abstract: In this paper, we proposed a new non-parameter filled function method to solve unconstrained nonlinear integer programming. The filled function we constructed has the same local minimizer with the original objective function, so the computation cost is greatly reduced and the efficiency is improved. In this paper, the numerical experiments of six test functions are carried out, and the results show that the algorithm is effective and feasible.

Key words: global optimization, filled function method, nonlinear integer programming

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