全局非线性整数optimization的增广填充函数
An augmented filled function for global nonlinear integer optimization
摘要:
寻找非线性离散函数的全局最小值问题在许多实际问题中都存在。近年来,基于离散填充函数的方法成为解决这类问题的热门方法。然而,它们依赖于用于局部搜索的最速下降方法。在这里,我们提出了一种方法,不依赖于一个特定的局部最优化方法,和一个新的离散填充函数的有用的属性,一个良好的连续的全局优化算法应用于它导致的非线性离散问题的解决方案的近似。数值结果表明了新方法的有效性。
英文摘要:
The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However, they rely on the steepest descent method for local searches. Here we present an approach that does not depend on a particular local optimization method, and a new discrete filled function with the useful property that a good continuous global optimization algorithm applied to it leads to an approximation of the solution of the nonlinear discrete problem. Numerical results are given showing the efficiency of the new approach.
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