多変数多峰性関数に対する最適値探索法の研究
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概要
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Optimization problems for non-linear systems often involve those cases which preclude the assumption of uni-modality of the objective functions. The methodology has been so far developed with regards to optimizing of multi-variable multi-modal objective functions. It has, however, failed in guaranteeing the global maxima or minima of solutions. This study is an extension of the search method previously developed by the author for single-variable multi-modal functions to multi-variable multi-modal objective functions. The algorithm presented in this paper searches the global optima:tinder the Lipschitz condition. It provides the approximation of the global optima and the upper bound of the global maxima. Through numerical tests, it is shown that the algorithm efficiently produces satisfactory results.