摘要
针对传统区间算法求解全局优化问题耗时长、空间复杂度较高及收敛速度较慢的缺点,引入仿射算法及局部优化算法,给出了一种全局优化求解的仿射算法.由局部优化算法和各求解区间上待优化函数的仿射运算得到全局最优解的一个上界,再依据对各区间仿射运算的下界与全局最优解上界的比较来确定相应区间的去留,通过对不含全局最优解的子区间的删除来确定最优解所在的子区间,并最终找到全局最优解.数值实验表明,该算法相对于传统的区间优化算法有较高的收敛速度,且占用的系统资源较少.
In order to overcome the problem for the greatly-taken time,high space complexity and slow convergence of the traditional interval algorithm in solving the global optimization,an affine algorithm introducing the traditional affine algorithm and the local optimization algorithm is proposed.In this new algorithm,the upper bound of the global optimal solution is obtained by the local optimization algorithm and the affine arithmetic for the objective function in each subinterval,and the carding or discarding of the corresponding interval is determined according to the comparison between the lower bound of the affine arithmetic in each subinterval and the upper bound of the global optimal solution.Moreover,the subinterval containing the optimal value is obtained by deleting the subinterval without the optimal value.Numerical simulation results show that,as compared with the traditional interval optimization algorithm,the proposed algorithm possesses higher convergence speed and occupies less system resource.
出处
《华南理工大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2012年第5期35-40,共6页
Journal of South China University of Technology(Natural Science Edition)
基金
国家自然科学基金资助项目(50905134)
西安电子科技大学中央高校基本科研业务费专项资金资助项目(JY10000904012)
关键词
全局优化
仿射算法
区间算法
确定性算法
global optimization
affine algorithm
interval algorithm
deterministic algorithm
