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求解全局优化问题的填充函数法
引用本文:姜志侠,花秋玲.求解全局优化问题的填充函数法[J].吉林大学学报(理学版),2007,45(5):733-737.
作者姓名:姜志侠  花秋玲
作者单位:1. 吉林大学 数学学院, 长春 130012; 2. 长春理工大学 理学院应用数学系, 长春 130022
摘    要:给出一类基于目标函数和变量与极值点距离平方的填充函数, 应用此函数可从一个极小值点出发, 找到函数值小于此极值的另一极值点; 证明了适当选取参数r可使函数达到总体极小值而非鞍点值或极大值, 并给出了具体的算法步骤及算例.

关 键 词:填充函数  盆地  极小值  
文章编号:1671-5489(2007)05-0733-05
收稿时间:2006-11-30
修稿时间:2006-11-30

A Filled Function Method for Solving Global Optimization Problem
JIANG Zhi-xia,HUA Qiu-ling.A Filled Function Method for Solving Global Optimization Problem[J].Journal of Jilin University: Sci Ed,2007,45(5):733-737.
Authors:JIANG Zhi-xia  HUA Qiu-ling
Institution:1. College of Mathematics, Jilin University, Changchun 130012, China; 2. Department of Applied Mathematics, College of Science, Changchun University of Science and Technology, Changchun 130022, China
Abstract:A filled function is proposed based on the objective function and the square of the distance between variate and extremum point. With the filled function, from a minimum point we can find another minimum point at which the value of the function is less than the former value. We have proven it can make the function reach to the global minimum but not maximum or saddle point value to select r properly. Finally steps and examples of the algorithm are given.
Keywords:filled function  basin  minimum
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