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A New Filled Function Method with One Parameter for Global Optimization

机译:一种用于全局优化的单参数填充函数方法

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摘要

The filled function method is an effective approach to find the global minimizer of multidimensional multimodal functions. The conventional filled functions are numerically unstable due to exponential or logarithmic term and sensitive to parameters. In this paper, a new filled function with only one parameter is proposed, which is continuously differentiable and proved to satisfy all conditions of the filled function definition. Moreover, this filled function is not sensitive to parameter, and the overflow can not happen for this function. Based on these, a new filled function method is proposed, and it is numerically stable to the initial point and the parameter variable. The computer simulations indicate that the proposed filled function method is efficient and effective.
机译:填充函数方法是找到多维多峰函数的全局极小值的有效方法。由于指数或对数项,传统的填充函数在数值上不稳定,并且对参数敏感。本文提出了一种仅具有一个参数的新的填充函数,该函数可以连续微分并证明满足填充函数定义的所有条件。此外,该填充函数对参数不敏感,并且该函数不会发生溢出。在此基础上,提出了一种新的填充函数方法,该方法在数值上对初始点和参数变量稳定。计算机仿真表明,所提出的填充函数方法是有效的。

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  • 来源
    《Mathematical Problems in Engineering》 |2013年第7期|532325.1-532325.12|共12页
  • 作者

    Fei Wei; Yuping Wang;

  • 作者单位

    School of Computer Science and Technology, Xidian University, Xi'an 710071, China;

    School of Computer Science and Technology, Xidian University, Xi'an 710071, China;

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