欢迎访问中国科学院大学学报,今天是

中国科学院大学学报 ›› 2003, Vol. 20 ›› Issue (3): 290-295.DOI: 10.7523/j.issn.2095-6134.2003.3.005

• 论文 • 上一篇    下一篇

用正交设计方法求解非线性规划的区间约束最优化问题

王玉枝, 张建方   

  1. 中国科学院研究生院, 北京 100039
  • 收稿日期:2002-09-10 修回日期:2002-10-15 发布日期:2003-05-10

Research of Solving Bound Constrained Optimization of Nonlinear Programming with Orthogonal Design

WANG YuZhi, ZHANG JianFang   

  1. Graduate School, Chinese Academy of Sciences, Beijing 100039, China
  • Received:2002-09-10 Revised:2002-10-15 Published:2003-05-10

摘要:

给出了以正交设计原理为基础的两种方法--正交表法和加点正交表法,求解非线性规划的区间约束最优化问题。方法不要求目标函数可导,不依赖于初始点,计算速度快,算法简单,容易编成程序在计算机上执行。用检验考题对算法进行了验证,并进行了分析和探讨

关键词: 正交设计, 正交表, 非线性规划区间约束最优化问题

Abstract:

Introduces two methods called orthogonal array method and adding points orthogonal array method, which are based on the orthogonal design to solve bound constrained optimization of nonlinear programming. Methods are independent of the init ial points; the objective function need not be differentiable. Algorithms are simple and easy to be programed for running on a computer, and the running time is satisfactory. Some discussions are also given for a number of test ing problems.

Key words: orthogonal design, orthogonal array, bound constrained optimization of nonlinear programming

中图分类号: