摘要
提出一个解线性等式约束无导数优化的模式搜索过滤集算法,该算法将过滤集技术嵌入无导数优化算法中以改善算法的效率.建立了新算法的总体收敛性,初步的数值试验结果表明新算法是有效的.
In this paper a pattern search filter algorithm for linearly equality-constrained derivative-free optimization is proposed. In this work we embed a filter technique in a derivative-free optimization algorithm which improves the efficiency of algorithms. The global convergence of new algorithm is established. Initial numerical results show that the new algorithm is efficient.
出处
《运筹学学报》
CSCD
北大核心
2015年第3期96-107,共12页
Operations Research Transactions
基金
supported by National Natural Science Foundation of China(No.11171159)
the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD) of China
CNPq of Brazil
关键词
无导数优化
模式搜索算法
过滤集技术
约束优化
总体收敛性
derivative-free optimization, pattern search algorithm, filter technique,constrained optimization, global convergence
