モードトリミング法による大域的最適化における拡張割線法による計算効率向上(設計と最適化I)

概要

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A gradient-based method for global optimization of nonlinear programming problems, named "Modal Trimming Method," has been proposed. It has been shown that the capability of grlobal search is because the renewal of the values of variables based on an extended Newton-Raphson method creates a chaotic behavior. However, this method also creates periodically-vibrating behaviors, which result in a significant defect. An extended secant method has been adopted in place of or in combination with the extended Newton-Raphson method, and this strategy has tended to avoid the periodically-vibrating behaviors and promote the chaotic behavior, which can enhance the capability of global search. In this paper, the modal trimming method with this strategy is applied to a nonlinear programming problem, and its effectiveness is clarified in terms of computational efficiency.
2004-11-29