数学季刊 ›› 2021, Vol. 36 ›› Issue (2): 188-195.doi: 10.13371/j.cnki.chin.q.j.m.2021.02.007

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求解全局优化问题的一种新的非参数填充函数

  

  1. 1. School of Science, Hebei University of Technology, Tianjin 300401, China; 2. School of Mathematics
    and Statistics, Henan University of Science and Technology, Luoyang 471000, China
  • 收稿日期:2020-12-24 出版日期:2021-06-30 发布日期:2021-06-23
  • 作者简介:LIU Jin-zan (1996-), male, native of Shangqiu, Henan, postgraduate student of Hebei University of Technology, engages in operations research and cybernetics; QU De-qiang (1996-), male, native of Nanyang, Henan, postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics.

A New Non-Parameter Filled Function for Global Optimization Problems

  1. 1. School of Science, Hebei University of Technology, Tianjin 300401, China; 2. School of Mathematics
    and Statistics, Henan University of Science and Technology, Luoyang 471000, China
  • Received:2020-12-24 Online:2021-06-30 Published:2021-06-23
  • About author:LIU Jin-zan (1996-), male, native of Shangqiu, Henan, postgraduate student of Hebei University of Technology, engages in operations research and cybernetics; QU De-qiang (1996-), male, native of Nanyang, Henan, postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics.

摘要:  In the paper, to solve the global optimization problems, we propose a novel
parameter-free filled function. Based on the non-parameter filled function, a new filled
function algorithm is designed. In the algorithm, the selection and adjustment of parameters can be ignored by the characteristic that the filled function is parameter-free. In
addition, in the region lower than the current local minimizer of the objective function, the
filled function is continuously differentiable which enables any gradient descent method
to be used as a local search method in the algorithm. Through numerical experiments by
solving two test problems, the effectiveness of the algorithm is verified.

关键词:  Global optimization, Non-parameter filled function, Box constraint

Abstract:  In the paper, to solve the global optimization problems, we propose a novel
parameter-free filled function. Based on the non-parameter filled function, a new filled
function algorithm is designed. In the algorithm, the selection and adjustment of parameters can be ignored by the characteristic that the filled function is parameter-free. In
addition, in the region lower than the current local minimizer of the objective function, the
filled function is continuously differentiable which enables any gradient descent method
to be used as a local search method in the algorithm. Through numerical experiments by
solving two test problems, the effectiveness of the algorithm is verified.

Key words:  Global optimization, Non-parameter filled function, Box constraint

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