求最佳极小值的变换函数

Wei-xiang Wang, Y. Shang
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摘要

本文提出了在全局优化中寻找较优的极小值的一类变换函数——T-F函数。首先给出了T-F函数的定义,并证明了在一些一般假设下,该函数同时具有隧道函数和填充函数的性质。然后设计了一种基于T-F函数的算法。最后,进行了数值试验。数值结果表明,我们的变换函数在寻找较优的极小值方面是非常有效的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Transformation Function for Finding Better Minima
This paper presents a class of transformation function, the T-F function, for finding better minimizers in global optimization. We first give the definition of the T-F function and prove that under some general assumptions this proposed function posses the characters of both tunneling function and filled function. Then we design an algorithm based on T-F function. Last, we make a numerical test. The numerical results show that our transformation function is very effective in finding better minima.
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