The LFOPC leap-frog algorithm for constrained optimization
The LFOPC leap-frog algorithm for constrained optimization
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DOI：
10.1016/s0898-1221(00)85018-x
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发表时间：
2000-10-01
影响因子：
2.9
通讯作者：
Snyman, JA
中科院分区：
文献类型：
--
作者：
Snyman, JA
本文描述了一种精确可靠的求解约束优化问题的新算法（LFOPC），它通过将无约束优化的蛙跳法应用于原约束问题的罚函数公式，分三个阶段进行。该算法是一个相当大的改进，较早的版本（LFOPCON），需要明智的选择参数设置，以有效地使用。当前算法自动对约束的梯度执行归一化和缩放操作。这导致一个强大的算法，除了收敛公差，几乎不需要参数设置。该方法已得到很好的测试，在标准的分析测试问题和实际的工程设计问题。(C)2000爱思唯尔科技有限公司版权所有。
This paper describes an accurate and reliable new algorithm (LFOPC) for solving constrained optimization problems, through a three-phase application of the well-established leap-frog method for unconstrained optimization, to penalty function formulations of the original constrained problems. The algorithm represents a considerable improvement over an earlier version (LFOPCON) which requires the judicious choice of parameter settings for efficient use. The current algorithm automatically executes normalization and scaling operations on the gradients of the constraints. This results in a robust algorithm that, apart from convergence tolerances, requires virtually no parameter settings. The method has been well tested, on both standard analytical test problems and practical engineering design problems. (C) 2000 Elsevier Science Ltd. All rights reserved.