运筹学学报 ›› 2010, Vol. 14 ›› Issue (2): 119-128.

• 运筹学 • 上一篇    

一类求解约束全局优化问题的填充函数

赵德芬, 王薇   

  • 出版日期:2010-06-15 发布日期:2010-06-15

A Class of Filled Function for Constrained  Global Optimization

ZHAO De-Fen, WANG Wei   

  • Online:2010-06-15 Published:2010-06-15

摘要: 本文构造了一类求解约束全局优化问题的填充函数,并在适当的假设条件下, 证明了其填充性质及其它分析性质; 此外,根据所构造的填充函数设计了相应的算法, 并给出了数值试验结果, 以说明所构造填充函数方法的有效性.

Abstract: In this paper, a class of filled function for constrained global optimization is proposed.Also,its filled properties and other analytical properties are proved under several mild assumptions. In addition, according to the theoretical analysis, a new algorithm and two numerical experiments are presented , the computational results show that our algorithm is effective.