计算机工程 ›› 2010, Vol. 36 ›› Issue (23): 34-35.doi: 10.3969/j.issn.1000-3428.2010.23.012

• 软件技术与数据库 • 上一篇    下一篇

基于变量转换的并行优化算法

黄利国1,韩丛英2,孙莉3   

  1. (1.滨州学院数学与信息科学系, 山东 滨州 256603; 2.山东科技大学信息科学与工程学院, 山东 青岛 266510; 3.山东农业大学信息科学与工程学院, 山东 泰安 271018)
  • 出版日期:2010-12-05 发布日期:2010-12-14
  • 作者简介:黄利国(1981-),男,讲师、硕士,主研方向:最优化方法,并行算法;韩丛英,副教授、博士;孙莉,讲师、博士

Parallel Optimization Algorithm Based on Variable Transformation

HUANG Liguo1,HAN Congying2,SUN Li3   

  1. (1.Department of Mathematics and Information Science, Binzhou University, Binzhou 256603, China; 2.School of Information Science and Engineering, Shandong University of Science and Technology, Qingdao 266510, China; 3.School of Information Science and Engineering, Shandong Agricultural University, Taian 271018, China)
  • Online:2010-12-05 Published:2010-12-14

摘要:

针对大规模边界约束优化问题,现有并行变量转换(PVT)算法不适于直接求解。基于此,采用内点法和逐步下降的思想,提出一个并行求解边界约束最优化问题的可行算法。在下降方向满足梯度相关、步长满足Goldstein规则的条件下,证明该算法的收敛性。当约束失效时,该算法退化为求解无约束的PVT算法,从而成为原有算法向约束优化问题的一个推广。

关键词: 并行变量转换, 边界约束, 并行算法, 优化问题

Abstract:

The present Parallel Variable Transformation(PVT) algorithm is not suitable for large scale optimization problem with bounded constraints. This paper proposes a parallel feasible algorithm for bounded constrained optimization problem by the interiorpoint and the gradual reduction. Yet, the convergence of the algorithm is obtained under the conditions that the reduction direction is gradient dependent and the search step satisfies Goldstein criteria. When the constraints losing effectiveness, it degenerates into the unconstrained PVT algorithm. It is an extension of unconstrained PVT algorithm.

Key words: Parallel Variable Transformation(PVT), bounded constraints, parallel algorithm, optimization problem

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