非线性无约束优化问题的滤子填充函数算法

doi:10.15960/j.cnki.issn.1007-6093.2017.01.006

运筹学学报

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. 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 Wei^1,*

1. Department of Mathematics, Shanghai University, Shanghai 200444, China

Received:2015-11-02 Online:2017-03-15 Published:2017-03-15

摘要/Abstract

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

石礼堂, 陈伟. 非线性无约束优化问题的滤子填充函数算法[J]. 运筹学学报, doi: 10.15960/j.cnki.issn.1007-6093.2017.01.006.

SHI Litang, CHEN Wei. A filled-filter function algorithm for solving unconstrained nonlinear optimization[J]. Operations Research Transactions, doi: 10.15960/j.cnki.issn.1007-6093.2017.01.006.

参考文献

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非线性无约束优化问题的滤子填充函数算法

A filled-filter function algorithm for solving unconstrained nonlinear optimization

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