| 基于径向基函数的DIRECT全局优化方法 |
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| 引用本文： | 魏昕,吴义忠,陈立平. 基于径向基函数的DIRECT全局优化方法[J]. 华中科技大学学报(自然科学版), 2012, 40(5): 6-9 |
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| 作者姓名： | 魏昕 吴义忠 陈立平 |
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| 作者单位： | 华中科技大学国家企业信息化CAD应用支撑软件工程技术研究中心,湖北武汉,430074 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 针对DIRECT全局优化方法估值次数多、收敛速度慢的缺点,提出一种基于径向基函数元模型的改进DIRECT算法.通过分析DIRECT算法的采样点信息,从中识别包含局部最优或全局最优点的最优区域.收集最优区域中的采样点构造径向基函数元模型,并在该元模型上搜索全局最优点,从而提高了DIRECT算法的收敛速度.最后,将该方法应用于数值计算以及压力容器的优化设计,结果证明了该方法的实用性与工程有效性.
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| 关 键 词： | 全局优化 细分矩形方法 元模型 径向基函数 确定性优化 |
DIRECT global optimization method using radial basis functions |
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| Wei Xin Wu Yizhong Chen Liping. DIRECT global optimization method using radial basis functions[J]. JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE, 2012, 40(5): 6-9 |
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| Authors: | Wei Xin Wu Yizhong Chen Liping |
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| Affiliation: | Wei Xin Wu Yizhong Chen Liping(National Enterprise Information(CAD) Supported Software Engineering Centre, Huazhong University of Science and Technology,Wuhan 430074,China) |
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| Abstract: | As more evaluations of objective functions and slow convergence rate exist in DIRECT,thus a modified DIRECT method based on radial basis functions was proposed.The optimum area containing the global or local optimum was identified through analyzing the information of sampling points.The convergence rate of DIRECT method was increased through constructing the radial basis functions on the sampling points which collected from optimum area and searching global optimum on the metamodel.Finally,the method was applied to some numerical examples and a pressure vessel design.The results demonstrate the efficiency and engineering practicability of the presented method. |
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| Keywords: | global optimization dividing rectangles method metamodel radial basis function(RBF) deterministic optimization |
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