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1.
求解全局优化问题的填充函数法的关键之一在于构造一个称为填充函数的辅助函数,文章提出了一类新的求解不等式约束的连续全局优化问题的填充函数,讨论了其填充性质. 为进一步设计求解算法提供理论基础.  相似文献   

2.
研究了全局最优化问题,在新的假设条件和定义下,提出了一个新的单参数填充函数,得到了一个新的填充函数算法.数值试验表明该填充函数算法是有效的,从而推广了填充函数算法在求解全局最优化问题方面的应用.  相似文献   

3.
将L-M算法与填充函数法相结合,提出一种训练前向网络的混合型全局优化新算法.L—M算法的收敛速度快,利用它先得到一个局部极小点,然后利用填充函数算法跳出局部最小,得到一个更低的局部极小点.重复计算即可得到全局最优点.经实验验证,该算法收敛速度很快,避免局部收敛,而且性能稳定.  相似文献   

4.
一种新的全局优化前馈神经网络   总被引:1,自引:0,他引:1  
将 L-M算法与填充函数法相结合,提出一种训练前向网络的混合型全局优化新算法.L-M算法的收敛速度快,利用它先得到一个局部极小点,然后利用填充函数算法跳出局部最小,得到一个更低的局部极小点.重复计算即可得到全局最优点.经实验验证,该算法收敛速度很快,避免局部收敛,而且性能稳定.  相似文献   

5.
本文通过构造一个新的单参数填充函数来寻求一般无约束问题的全局最优解,且提出了所给填充函数的几个分析性质,并且通过理论分析给出了一个填充函数算法,最后数值试验证明算法是可行的,有效的.  相似文献   

6.
填充函数法是一种求解无约束全局极小化问题的有效方法,这种方法的关键是构造填充函数。该方法最早是由葛仁溥在文献[1]中提出。文中在考虑优化问题,根据为Lipschitz连续函数,构造了一个新的单参数填充函数,并且该填充函数在参数较小时能够保证其填充性质。  相似文献   

7.
研究求解全局最优化问题的算法.在分析了已有的填充函数法和打洞函数法之后,吸取了这两类算法的优点,给出了一种求取非线性最优化问题全局最优解的填充打洞函数算法.与通常的填充函数法相比,该算法降低了对其中参数的依赖,并且具有较好的求解可操作性.数值试验显示,计算效果是满意的.  相似文献   

8.
通过将径向基函数插值方法嵌入到遗传算法中,得到了求解全局优化问题的一种混合算法.该混合算法是在径向基函数插值方法的基础上进行改进的,这种改进提升了黑箱函数全局优化的收敛效果,发挥了传统数值算法在计算速度与计算精度上的优势,既能简化所求解问题,也能全局搜索.  相似文献   

9.
讨论了目标函数为隐函数的优化问题,给出了一个具有全局收敛性的算法,同时应用该算法的思想,对迭代反褶积问题进行了研究和模拟计算,取得了较好的效果。  相似文献   

10.
针对等式约束优化问题提出了一个带记忆的等式约束信赖域算法。该算法不同于传统的信赖域方法,此信赖域模型是记忆模型,从全局考虑目标函数的下降性而不完全依赖于当前点信息,采用非单调技术得到了算法的全局收敛性和超线性收敛性。  相似文献   

11.
求解有约束最优化问题的不连续罚函数积分总极值法   总被引:1,自引:0,他引:1  
1IntroductionLetXbe a topological space ,Sa nonempty subsetofXandf:X→Ra real-valued function.Consider thefollowing constrained opti mization problem:c*=infx∈Sf(x) , (1)and the set of global mini mizers :H*={x∈S|f(x) =c*} (2)under the assumptions (see Refs .[1] and [2]) :(A) :fis lower semi-continuous ,Sis closed andthere is a real numberbsuch that the setHb={x∈S|f(x)≤b} is a nonempty compact set ;(R) :fis upper robust onS,i.e.,{x∈S|f(x) 相似文献   

12.
一种新的全局优化算法--区域游动并收缩   总被引:1,自引:0,他引:1  
1 Introduction Considerthefollowingboxconstrainedglobaloptimizationproblem:minx∈Lf(x),whereL=∏di=1[ai,bi],ai,bi∈R,ai<bi,andfiscontinuousoverL. Forstochasticglobaloptimizationalgorithm,researchershavedonealotofwork[1].ItisworthmentioningthatS.Kirkpatricketal.in1983…  相似文献   

13.
A mechanism for proving global convergence in filter-SQP(sequence of quadratic programming)method with the nonlinear complementarity problem(NCP)function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.  相似文献   

14.
In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.  相似文献   

15.
无约束全局最优化中的无参数填充函数   总被引:1,自引:0,他引:1  
The filled function method is an approach for finding a global minimum of multi-dimensional functions.With more and more relevant research,it becomes a promising way used in unconstrained global optimization.Some filled functions with one or two parameters have already been suggested.However,there is no certain criterion to choose a parameter appropriately.In this paper,a parameter-free filled function was proposed.The definition of the original filled function and assumptions of the objective function given by Ge were improved according to the presented parameter-free filled function.The algorithm and numerical results of test functions were reported.Conclusions were drawn in the end.  相似文献   

16.
A penalized interior point approach for constrained nonlinear programming is examined in this work. To overcome the difficulty of initialization for the interior point method, a problem equivalent to the primal problem via incorporating an auxiliary variable is constructed. A combined approach of logarithm barrier and quadratic penalty function is proposed to solve the problem. Based on Newton's method, the global convergence of interior point and line search algorithm is proven.Only a finite number of iterations is required to reach an approximate optimal solution. Numerical tests are given to show the effectiveness of the method.  相似文献   

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