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A New Filled Function Method for the Non-convex Global Optimization

机译:非凸全局优化的新填充函数方法

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The conundrum of the non-convex global optimization is that there are multiple local minima which are not global optimal solution, and conventional algorithms drop into local optimum easily. Filled function method is an available way which generally invokes an auxiliary function to move successively from a local minimizer to another better one. Definition-based on filled function, a new filled function with easy- adjustment parameter, simple form and non- exponential is proposed, and then prove the filled function can maintain the padding properties. Moreover, a local search method with stochastic and uniformity strategy is designed to strengthen the local search. Based on the above, a new filled function algorithm is presented. The numerical results indicate the proposed algorithm is feasible and effective, it follows that the stochastic and uniform strategy design is valid, further, the analysis and comparison of numerical experiments manifest high-efficiency, good stability and easy-realization.
机译:非凸全局优化的难题在于,存在多个局部最小值而不是全局最优解,而传统算法容易陷入局部最优。填充函数方法是一种可用的方法,通常调用辅助函数以将其从局部最小化器相继移至另一个更好的最小化器。提出了基于填充函数的定义,提出了一种具有易调整参数,形式简单,非指数的填充函数,证明了填充函数可以保持填充属性。此外,设计了一种具有随机性和一致性策略的局部搜索方法,以加强局部搜索。在此基础上,提出了一种新的填充函数算法。数值结果表明,该算法是可行,有效的,证明了随机,统一策略的设计是有效的,而且,数值实验的分析和比较表明,该算法高效,稳定,易于实现。

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