2308 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の評価(OS5-2 設計と最適化II)

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 shown that the capability of global 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 combination with the extended Newton-Raphson method, and it has turned out that this strategy has a tendency 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 variety of test problems, and its effectiveness is clarified in terms of computational efficiency.
社団法人日本機械学会の論文
2007-10-30