无约束全局优化问题的单参数打洞函数法
A Tunneling Function Method with an One-Parameter for Unconstrained Global Optimization Problem
摘要: 打洞函数法是求解全局优化问题的一种确定性算法。本文针对无约束全局优化问题,提出一种新的单参数打洞函数。在合理假设条件下,对该函数的性质及其相关理论性质进行了严格证明,并据此设计了相应的求解算法。通过选取经典算例进行数值实验,结果表明所提出的算法具有良好的有效性与可行性。
Abstract: The Tunneling Function Method is a deterministic algorithm for solving global optimization problems. This paper proposes a novel one-parameter tunneling function for unconstrained global optimization. Under reasonable assumptions, the properties of this function and its related theoretical foundations are rigorously proved. Based on this, a corresponding solution algorithm is designed. Numerical experiments conducted on selected classical test problems demonstrate that the proposed algorithm exhibits good effectiveness and feasibility.
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