| 基于梯度法的高效全局优化算法 |
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| 引用本文： | 柯贤斌,刘红卫,游海龙.基于梯度法的高效全局优化算法[J].吉林大学学报(理学版),2016,54(1):40-44. |
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| 作者姓名： | 柯贤斌 刘红卫 游海龙 |
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| 作者单位： | 1. 西安电子科技大学 数学与统计学院, 西安 710126； 2. 西安电子科技大学 微电子学院, 西安 710071 |
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| 摘 要： | 用极大似然估计法和交替方向法估计Kriging模型参数, 提出一种基于有效集共轭梯度法的Kriging模型参数优化算法, 并在此基础上改进了高效全局优化算法. 结果表明, 利用改进的全局优化算法可解决高效全局优化算法的过早收敛问题.
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| 关 键 词： | Kriging模型 极大似然估计 高效全局优化算法 共轭梯度法 |
| 收稿时间： | 2015-05-11 |
Efficient Global Optimization Algorithm Based on Gradient Method |
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| KE Xianbin,LIU Hongwei,YOU Hailong.Efficient Global Optimization Algorithm Based on Gradient Method[J].Journal of Jilin University: Sci Ed,2016,54(1):40-44. |
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| Authors: | KE Xianbin LIU Hongwei YOU Hailong |
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| Institution: | 1. School of Mathematics and Statistics, Xidian University, Xi’an 710126, China;2. School of Microelectronics, Xidian University, Xi’an 710071, China |
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| Abstract: | Based on the maximum likelihood estimation method and the alternating direction method to estimate the parameters of Kriging model, a Kriging model parameter optimization algorithm based on active set conjugate gradient method was proposed on the basis of which the global optimization algorithmwas improved. Finally, the problem of premature convergence has been solved by means of the improved global optimization algorithm. |
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| Keywords: | Kriging model maximum likelihood estimation efficient global optimization algorithm conjugate gradient method |
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