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针对函数可微的全局优化问题,将最速下降法,Newton法和罚函数法引入模拟退火算法中,提出了一种高效的模拟退火算法.该算法可以求得可微函数优化问题的全局最优解,且具有计算量小,效率高的特点.利用罚函数将约束优化问题转化为无约束优化问题后,可以利用提出的算法进行求解.数值算例表明,提出的算法能够高效地求解无约束及带约束的函数可微的全局优化问题.
Aiming at the global differentiable functions, the steepest descent method, the Newton method and the penalty function method are introduced into the simulated annealing algorithm. An efficient simulated annealing algorithm is proposed, which can obtain the global optimum of the differentiable function optimization problem And has the characteristics of low computational complexity and high efficiency.When the constrained optimization problem is transformed into an unconstrained optimization problem by a penalty function, the proposed algorithm can be used to solve the problem.Numerical examples show that the proposed algorithm can efficiently solve unconstrained And globally differentiable optimization problems with constrained functions.