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求解全局优化问题的填充函数法 被引量:3

A Filled Function Method for Solving Global Optimization Problem
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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. 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.
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2007年第5期733-737,共5页 Journal of Jilin University:Science Edition
基金 吉林省科技发展计划项目基金(批准号:20040130)
关键词 填充函数 盆地 极小值 filled function basin minimum
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