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常用优化方法——惩罚函数法
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一、初始数据
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设计变量个数 N = 4
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不等式约束个数 KG = 8 等式约束个数 KH = 0
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惩罚因子 R = 0 惩罚因子降低系数 C = 0.2
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初始步长 T0 = 0.001 收敛精度 EPS = 1E-10
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无约束优化方法: POWELL法
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设计变量初始点 X0:
X[1]=-3
X[2]=-1
X[3]=-3
X[4]=-1
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设计变量下界 BL:
BL[1]=-10
BL[2]=-10
BL[3]=-10
BL[4]=-10
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设计变量上界 BU:
BU[1]=10
BU[2]=10
BU[3]=10
BU[4]=10
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初始点目标函数值 F(X0)= 19175.2
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初始点处的不等约束函数值 G(X0):
GX[1]= -7.000000E+00
GX[2]= -9.000000E+00
GX[3]= -7.000000E+00
GX[4]= -9.000000E+00
GX[5]= -1.300000E+01
GX[6]= -1.100000E+01
GX[7]= -1.300000E+01
GX[8]= -1.100000E+01
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二、计算过程__数据
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IRC = 0 R = 2.273018E+04 PEN = 38350.4
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IRC = 1 R = 4.546036E+03 PEN = 18219.9578663768
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IRC = 2 R = 9.092072E+02 PEN = 3660.07857427925
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IRC = 3 R = 1.818414E+02 PEN = 733.990300940201
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IRC = 4 R = 3.636829E+01 PEN = 146.911494369308
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IRC = 5 R = 7.273658E+00 PEN = 29.3872526419268
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IRC = 6 R = 1.454732E+00 PEN = 5.87765264591945
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IRC = 7 R = 2.909463E-01 PEN = 1.17553869461771
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IRC = 8 R = 5.818926E-02 PEN = 0.235108055111311
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IRC = 9 R = 1.163785E-02 PEN = 0.0470216242400251
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IRC = 10 R = 2.327571E-03 PEN = 0.00940432560592972
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IRC = 11 R = 4.655141E-04 PEN = 0.00188086538080883
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IRC = 12 R = 9.310282E-05 PEN = 0.000376173315825029
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IRC = 13 R = 1.862056E-05 PEN = 7.5234902055224E-5
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IRC = 14 R = 3.724113E-06 PEN = 1.50472192585112E-5
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IRC = 15 R = 7.448226E-07 PEN = 3.00968267599431E-6
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IRC = 16 R = 1.489645E-07 PEN = 6.02175381572226E-7
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IRC = 17 R = 2.979290E-08 PEN = 1.20673870789821E-7
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IRC = 18 R = 5.958581E-09 PEN = 2.43736254490619E-8
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IRC = 19 R = 1.191716E-09 PEN = 5.11356575228835E-9
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三、优化结果__数据
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罚函数构造次数 IRC = 20
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无约束优化方法调用次数 ITE = 76 一维搜索方法调用次数 ILI = 351
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惩罚函数值计算次数 NPE = 1587 目标函数值计算次数 IFX = 1666
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设计变量最优点 X*:
X[1]= 1.000013E+00
X[2]= 1.000025E+00
X[3]= 9.999871E-01
X[4]= 9.999743E-01
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最优值 F(X*)= 2.98551127590318E-10
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最优点处的不等约束函数值 G(X*):
GX[1]= -1.100001E+01
GX[2]= -1.100003E+01
GX[3]= -1.099999E+01
GX[4]= -1.099997E+01
GX[5]= -8.999987E+00
GX[6]= -8.999975E+00
GX[7]= -9.000013E+00
GX[8]= -9.000026E+00
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--- STOP ---
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