A filled function method for finding a global minimizer of a function of several variables

A filled function method for finding a global minimizer of a function of several variables
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DOI:
10.1007/bf01585737
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发表时间:
1990
影响因子:
2.7
通讯作者:
Ge Renpu
Ge Renpu
中科院分区:
数学2区
文献类型:
--
作者:
Ge Renpu

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引入了填充函数的概念。我们构造了一个特殊的填充函数,并分析了它的性质。基于填充函数的概念和性质,给出了一种全局极小化算法。对1~10个变量的典型算例进行了测试,计算结果表明,在大多数情况下,该算法比隧道算法具有更好的性能。分析了各种方法的优缺点,并对进一步的研究方向进行了探讨。
The concept of a filled function is introduced. We construct a particular filled function and analyze its properties. An algorithm for global minimization is generated based on the concept and properties of the filled function. Some typical examples with 1 to 10 variables are tested and computational results show that in most cases this algorithm works better than the tunneling algorithm. The advantages and disadvantages are analyzed and further research directions are discussed.