| 引用本文： |
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简金宝,罗雁,徐庆娟.Hooke-Jeeves方法在简单约束优化中的推广[J].广西科学,2005,12(2):81-84. [点击复制]
- Jian Jinbao,Luo Yan,Xu Qingjuan.Extensions of Hooke-Jeeves Method to Optimization with Simple Constraints[J].Guangxi Sciences,2005,12(2):81-84. [点击复制]
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| 摘要: |
| 分别将无约束优化的线搜索和离散步Hooke-Jeeves算法推广到带广义界的简单约束优化,产生2个新算法,得到可行区间的计算公式.在适当条件下,证明线搜索的Hooke-Jeeves算法推广后仍具有全局收敛性,算法有效数值试验表明2个算法均是有效的. |
| 关键词: 简单约束 最优化 Hooke-Jeeves方法 线搜索 离散步 |
| DOI： |
| 投稿时间：2004-09-28修订日期：2004-10-08 |
| 基金项目:国家自然科学基金(10261001)和广西科学基金(0236001,0249003)联合资助项目。 |
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| Extensions of Hooke-Jeeves Method to Optimization with Simple Constraints |
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Jian Jinbao1, Luo Yan2, Xu Qingjuan1
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| (1.Coll. of Math. & Info. Sci., Guangxi Univ., Nanning, Guangxi, 530004, China;2.Dept. of Math. & Comp. Sci., Qinzhou Teachers Coll., Qinzhou, Guangxi, 535000, China) |
| Abstract: |
| The algorithm of Hooke-Jeeves using line searches and the algorithm of Hooke-Jeeves with discrete steps are extended such that they can solve simple constraints optimization with general bound.Two new algorithms are proposed.Under some suitable conditions,we prove that the extended algorithm of Hooke-Jeeves with line searches possesses global convergence.Some efficient numerical experiments are given. |
| Key words: simple constraints optimization the method of Hooke-Jeeves line search discrete step |
