数学季刊 ›› 2020, Vol. 35 ›› Issue (2): 214-220.doi: 10.13371/j.cnki.chin.q.j.m.2020.02.009

• • 上一篇    

求解箱式约束全局优化问题的新的F-C函数

  

  1. School of Mathematics and Statistics,Henan University of Science and Technology
  • 收稿日期:2019-10-31 出版日期:2020-06-30 发布日期:2020-11-10
  • 作者简介:ZHAN Yue (1995-), female, native of Zhumadian, Henan, a postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics; SHANG You-lin (1963-), corresponding author, male, native of Luoyang, Henan, a professor of Henan University of Science and Technology, engages in operations research and cybernetics and systems science and engineering; QU De-qiang (1996-), male, native of Nanyang, Henan, a postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics.
  • 基金资助:
    Supported by National Natural Science Foundation of China (No.11471102); Basic research projects for key scientific research projects in Henan Province (No.20ZX001);

A New F-C Function for Box Constrained Global Optimization

  1. School of Mathematics and Statistics,Henan University of Science and Technology
  • Received:2019-10-31 Online:2020-06-30 Published:2020-11-10
  • About author:ZHAN Yue (1995-), female, native of Zhumadian, Henan, a postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics; SHANG You-lin (1963-), corresponding author, male, native of Luoyang, Henan, a professor of Henan University of Science and Technology, engages in operations research and cybernetics and systems science and engineering; QU De-qiang (1996-), male, native of Nanyang, Henan, a postgraduate student of Henan University of Science and Technology, engages in operations research and cybernetics.
  • Supported by:
    Supported by National Natural Science Foundation of China (No.11471102); Basic research projects for key scientific research projects in Henan Province (No.20ZX001);

摘要: To solve the global optimization problems which have several local minimizers,a new F-C function is proposes by combining a filled function and a cross function. The properties of the F-C function are discussed and the corresponding algorithm is given in this paper. F-C function has the same local minimizers with the objective function.Therefore, the F-C function method only needs to minimize the objective function once in the first iteration. Numerical experiments are performed and the results show that the proposed method is very effective. 

关键词: Global optimization, Filled function, F-C function, Local minimizer

Abstract: To solve the global optimization problems which have several local minimizers,a new F-C function is proposes by combining a filled function and a cross function. The properties of the F-C function are discussed and the corresponding algorithm is given in this paper. F-C function has the same local minimizers with the objective function.Therefore, the F-C function method only needs to minimize the objective function once in the first iteration. Numerical experiments are performed and the results show that the proposed method is very effective. 

Key words: Global optimization, Filled function, F-C function, Local minimizer

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