约束全局优化问题的一个单参数填充函数方法

摘要

In this paper, a new auxiliary function with one parameter for escaping the current local minimizer of a global optimization problem is proposed. Firstly, we give the definition of the filled function for constrained problem and prove it is really a filled function under some mild assumptions. Then, a new algorithm is presented according to the theoretical analysis. We also report preliminary numerical results.%类似于无约束全局优化问题,本文给出了求解约束全局优化问题的一个填充函数方法,首先给出了约束全局优化问题的填充函数定义,在此定义的基础上提出了一个单参数填允函数.讨论了该函数的性质,并设计了一个填充函数算法,数值计算结果显示该算法是有效的和可行的.