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全局优化中的纯随机搜索方法的改进
引用本文:建平,史定华.全局优化中的纯随机搜索方法的改进[J].上海大学学报(英文版),2000,4(2):92-95.
作者姓名:建平  史定华
作者单位:PENG Jian ping 1,SHI Ding hua 2 1.Shanghai Municipal Commission of Science and Technology,Shanghai 200003,China 2.College of Sciences,Shanghai University,Shanghai 200436,China
基金项目:theScienceFoundationofShanghaiMunicipalCom missionofEducation
摘    要:1 Introduction Considerthefollowingglobaloptimizationproblem :minx∈Lf(x) ,wherefisareal valuedcontinuousfunctionoverL ,L RdisoftheformL =Πdi=1ai,bi],withai,bi∈R ,ai<bi.Denote f =minx∈Lf(x) =f(x )anddefineSε=f ,f ε]asastoppingcriterioninthefollowingalgorithms,whereεisa…

收稿时间:29 June 1999

Improvement of pure random search in global optimization
Jian-ping Peng,Ding-hua Shi.Improvement of pure random search in global optimization[J].Journal of Shanghai University(English Edition),2000,4(2):92-95.
Authors:Jian-ping Peng  Ding-hua Shi
Institution:1. Shanghai Municipal Commission of Science and Technology, Shanghai 200003, China
2. College of Sciences, Shanghai University, Shanghai 200436, China
Abstract:In this paper, the improvement of pure random search is studied. By taking some information of the function to be minimized into consideration, the authors propose two stochastic global optimization algorithms. Some numerical experiments for the new stochastic global optimization algorithms are presented for a class of test problems.
Keywords:random search  global optimization  stochastic global optimization algorithm
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