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非线性无约束优化问题的滤子填充函数算法

石礼堂1  陈伟1,*   

  1. 1. 上海大学数学系, 上海 2000444
  • 收稿日期:2015-11-02 出版日期:2017-03-15 发布日期:2017-03-15
  • 通讯作者: 陈伟 chenwei@staff.shu.edu.cn
  • 基金资助:

    国家自然科学基金(No. 11271128)

A filled-filter function algorithm for solving  unconstrained nonlinear optimization

SHI Litang1  CHEN Wei1,*   

  1. 1. Department of Mathematics, Shanghai University, Shanghai 200444, China
  • Received:2015-11-02 Online:2017-03-15 Published:2017-03-15

摘要:

提出了一个求解无约束非线性规划问题的无参数填充函数,并分析了其性质. 同时引进了滤子技术,在此基础上设计了无参数滤子填充函数算法, 数值实验证明该算法是有效的.

关键词: 无参数填充函数, 全局优化, 滤子技术, 无约束非线性优化

Abstract:

In this article, we proposed a filled function with parameter free for solving  unconstrained nonlinear programming problems, and analysed its properties.  With the help of the introduced filter method,  we constructed a parameter free filled-filter function algorithm. Numerical experiments showed that the algorithm is effective.

Key words:  parameter free filled function, global optimization, filter method, unconstrained , nonlinear programming