求解带箱子集约束的非光滑全局优化问题的填充函数方法

doi:10.15960/j.cnki.issn.1007-6093.2019.01.003

运筹学学报 ›› 2019, Vol. 23 ›› Issue (1): 28-34.doi: 10.15960/j.cnki.issn.1007-6093.2019.01.003

求解带箱子集约束的非光滑全局优化问题的填充函数方法

王伟祥¹, 尚有林^2,*, 王朵²

1. 上海第二工业大学理学院, 上海 201209;
2. 河南科技大学数学与统计学院, 河南洛阳 471003

收稿日期:2017-11-03 出版日期:2019-03-15 发布日期:2019-03-15
通讯作者: 尚有林 E-mail:mathshang@sina.com
基金资助:
国家自然科学基金（Nos.11471102，11001248，51776116），上海第二工业大学应用数学学科基金（No.A30XK1322100）

Filled function method for solving non-smooth box constrained global optimization problems

WANG Weixiang¹, SHANG Youlin^2,*, WANG Duo²

1. College of Science, Shanghai Second Polytechnic University, Shanghai 201209, China;
2. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471003, Henan, China

Received:2017-11-03 Online:2019-03-15 Published:2019-03-15

摘要/Abstract

摘要：

提出了一个求解带箱子集约束的非光滑全局优化问题的填充函数方法.构造的填充函数只包含一个参数，且此参数在迭代过程中容易调节.分析了填充函数的理论性质，在此基础上设计了填充函数算法.数值计算验证了该算法的有效性.

关键词: 非光滑全局优化, 填充函数法, 全局极小点, 非线性方程组

Abstract:

This paper introduces a new filled function method for solving non-smooth box constrained global optimization problems. The constructed filled function contains only one parameter, which could be adjusted readily during the process of the iterations. The theoretical properties of the filled function are analyzed, and a filled function algorithm is designed. Finally, the effectiveness of the proposed algorithm is verified by some numerical calculations.

Key words: non-smooth global optimization, filled function, global optimizer, nonlinear equations

中图分类号:

O223

王伟祥, 尚有林, 王朵. 求解带箱子集约束的非光滑全局优化问题的填充函数方法[J]. 运筹学学报, 2019, 23(1): 28-34.

WANG Weixiang, SHANG Youlin, WANG Duo. Filled function method for solving non-smooth box constrained global optimization problems[J]. Operations Research Transactions, 2019, 23(1): 28-34.

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求解带箱子集约束的非光滑全局优化问题的填充函数方法

Filled function method for solving non-smooth box constrained global optimization problems

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