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运筹学学报 >

2015 , Vol. 19 >Issue 3: 96 - 107

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2015.03.012

运筹学

解线性等式约束优化问题的模式搜索过滤集方法

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  • 1.  南京师范大学数学科学学院，江苏省大规模复杂系统数值模拟重点实验室，南京, 210023; 2. 巴西巴拉那联邦大学数学系， 巴西巴拉那州库里提巴, 81531--990

收稿日期: 2015-05-20

  网络出版日期: 2015-09-15

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 A pattern search filter method for linearly equality-constrained optimization problems

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  • 1. School of Mathematical Sciences, Jiangsu Key Laboratory for NSLSCS, Nanjing Normal University, Nanjing 210023, China; 2. Department of Mathematics, The Federal University of Parana (UFPR), CEP 81531-990, Curitiba, Parana, Brazil

Received date: 2015-05-20

  Online published: 2015-09-15

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摘要

提出一个解线性等式约束无导数优化的模式搜索过滤集算法，该算法将过滤集技术嵌入无导数优化算法中以改善算法的效率. 建立了新算法的总体收敛性, 初步的数值试验结果表明新算法是有效的.

关键词：  无导数优化; 模式搜索算法; 过滤集技术; 约束优化; 总体收敛性

本文引用格式

陈宁, 孙文瑜, 袁锦昀 . 解线性等式约束优化问题的模式搜索过滤集方法[J]. 运筹学学报, 2015 , 19(3) : 96 -107 . DOI: 10.15960/j.cnki.issn.1007-6093.2015.03.012

Abstract

In this paper a pattern search filter algorithm for linearly equality-constrained derivative-free optimization is proposed. In this work we embed a filter technique in a derivative-free optimization algorithm which improves the efficiency of algorithms. The global convergence of new algorithm is established. Initial numerical results show that the new algorithm is efficient.

Key words： derivative-free optimization; pattern searchalgorithm; filter technique; constrained optimization; globalconvergence

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