The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex optimization problem. In this article, we consider a quasi-genetic algorithm and the continuation Newton method for this problem. Firstly, we use the continuation Newton method with the deflation technique to find critical points of the objective function as many as possible. Then, we use those critical points as the initial evolutionary seeds of the quasi-genetic algorithm. After evolving into several generations such as twenty generations, we obtain a suboptimal point of the optimization problem. Finally, we use this suboptimal point as the initial point of the continuation Newton method to obtain the critical point of the original objective function, and output the minimizer between this final critical point and the suboptimal point of the quasi-genetic algorithm as the global minimum point of the original optimization problem. Numerical results show that the proposed method is quite reliable to find the global optimal point of the unconstrained optimization problem, compared to the multi-start method (the built-in subroutine GlobalSearch.m of the MATLAB R2020a environment).
翻译:优化问题的全球最低点是工程领域感兴趣的, 很难找到, 特别是对于非convex优化问题。 在本条中, 我们考虑准遗传算法和延续 Newton 方法。 首先, 我们使用通缩技术的延续 Newton 方法来尽可能多地寻找目标功能的临界点。 然后, 我们用这些临界点作为准遗传算法的初始进化种子。 在演变成几代人( 如二十代人) 后, 我们获得了优化问题的亚最佳点。 最后, 我们用这个亚最佳点作为 Newton 继续方法的起始点, 来获取原始目标功能的临界点, 并输出此最后临界点和准遗传算法的亚最佳点之间的最小点, 作为原始优化问题的全球最低点。 数字结果显示, 与多启动方法( MATLAB R2020a 环境的建筑在亚基底地( GlobSearch.m) 相比, 拟议的方法非常可靠, 找到未受限制的优化问题的全球最佳点 。