| 低维工程优化问题的一种新的有效算法 |
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| 引用本文： | 蔡宣三,刘前.低维工程优化问题的一种新的有效算法[J].清华大学学报(自然科学版),1986(6). |
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| 作者姓名： | 蔡宣三 刘前 |
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| 作者单位： | 电机工程系
(蔡宣三)，电机工程系(刘前) |
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| 摘 要： | 本文给出了适用于小规模（例如维数ｎ＜１０）工程优化问题的一种新的有效算法，称为ＳＡＭＴ，即序贯增广罚函数极小化方法。文中详细介绍了ＳＡＭＴ的两种具体算法，都是应用增广罚函数的原理，再采用可变多面体搜索法（单纯形法，Ｎｅｌｄｅｒ－Ｍｅａｄ）求解该函数的无约束极小值。应用ＳＡＭＴ和ＳＷＩＦＴ两种算法对三个试验问题和三相变压器优化设计模型进行了计算与比较，结果说明对于有约束的优化问题，ＳＡＭＴ算法比ＳＷＩＦＴ算法收敛更快。
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| 关 键 词： | 非线性规划 工程优化问题 增广罚函数 单纯形搜索法 |
A New Effective Technique for Low Dimensional Engineering Optimization Problems |
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| Cai Xuansan,Liu Qian.A New Effective Technique for Low Dimensional Engineering Optimization Problems[J].Journal of Tsinghua University(Science and Technology),1986(6). |
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| Authors: | Cai Xuansan Liu Qian |
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| Institution: | Department of Electrical Engineering |
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| Abstract: | A new effective technique for the low dimensional (e.g. n<10) engineering optimization problems called SAMT (Sequential Augmented Penalty Function Minimization Technique) is presented in this paper. Two algorithms of SAMT based on the augmented penalty function and the Nelder-Mead simplex method using for unconstrained optimization are described in detail. Comparison of results with several test problems obtained by SAMT and SWIFT is given. It is found that SAMT brings fast convergence to the constrained optimization problems including the design optimization of three phase transformers. |
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| Keywords: | nonlinear programming engineering optimization augmented penalty function variable polyhedron search technique |
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