王登刚, 刘迎曦, 李守巨. 非线性最优化问题的一种混合解法[J]. 工程力学, 2001, 18(3): 61-66.
引用本文: 王登刚, 刘迎曦, 李守巨. 非线性最优化问题的一种混合解法[J]. 工程力学, 2001, 18(3): 61-66.
WANG Deng-gang, LIU Ying-xi, LI-Shou-ju. A HYBRID APPROACH FOR NONLINEAR OPTIMIZATION[J]. Engineering Mechanics, 2001, 18(3): 61-66.
Citation: WANG Deng-gang, LIU Ying-xi, LI-Shou-ju. A HYBRID APPROACH FOR NONLINEAR OPTIMIZATION[J]. Engineering Mechanics, 2001, 18(3): 61-66.

非线性最优化问题的一种混合解法

A HYBRID APPROACH FOR NONLINEAR OPTIMIZATION

  • 摘要: 把BFGS方法与混沌优化方法相结合,基于混沌变量提出一种求解具有变量边界约束非线性最优化问题的混合优化方法。混合算法兼顾了混沌优化全局搜索能力强和BFGS方法收敛速度快的优点,成为一种求解非凸优化问题全局最优的有效方法。算例表明,当混沌搜索的次数达到一定数量时,混合优化方法可以保证算法收敛到全局最优解,且计算效率比混沌优化方法有很大提高。

     

    Abstract: Combining the BFGS method with the chaos optimization method, a hybrid approach is proposed to solve nonlinear optimization problems with boundary restraints of variables. The hybrid method is an effective approach to solve nonconvex optimization problems, because it inherits the merits of fast searching ability to locate global optimum in the chaos optimization method and the advantage of high convergence speed of the BFGS method. Numerical examples illustrate that the present method possesses both good capability to search global optima and rigid convergence speed in comparison with that of the chaos optimization method.

     

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