求解全局优化问题的一种新的非参数填充函数(英文)

作者:刘金赞; 屈德强
来源:数学季刊, 2021, 36(02): 188-195.
DOI:10.13371/j.cnki.chin.q.j.m.2021.02.007

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.

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