📄 s05.rtf
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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 = 2
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不等式约束个数 KG = 2 等式约束个数 KH = 0
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惩罚因子 R = 1 惩罚因子降低系数 C = 0.1
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初始步长 T0 = 0.01 收敛精度 EPS = 1E-6
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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]=-2
X[2]=2
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设计变量下界 BL:
BL[1]=0
BL[2]=0
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设计变量上界 BU:
BU[1]=9
BU[2]=9
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初始点目标函数值 F(X0)= 6
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初始点处的不等约束函数值 G(X0):
GX[1]= -1.000000E+00
GX[2]= -1.000000E+00
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二、计算过程__数据
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IRC = 0 R = 1.000000E+00 PEN = 8
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IRC = 1 R = 1.000000E-01 PEN = 1.09887347285416
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IRC = 2 R = 1.000000E-02 PEN = -2.71252735212364
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IRC = 3 R = 1.000000E-03 PEN = -2.91466628591297
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IRC = 4 R = 1.000000E-04 PEN = -2.97269170819952
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IRC = 5 R = 1.000000E-05 PEN = -2.99058709754178
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IRC = 6 R = 1.000000E-06 PEN = -2.99594740455481
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IRC = 7 R = 1.000000E-07 PEN = -2.99748792820372
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IRC = 8 R = 1.000000E-08 PEN = -2.99971339995082
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IRC = 9 R = 1.000000E-09 PEN = -2.99991692201614
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IRC = 10 R = 1.000000E-10 PEN = -2.99997342108998
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IRC = 11 R = 1.000000E-11 PEN = -2.99998821908243
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IRC = 12 R = 1.000000E-12 PEN = -2.99999513745628
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IRC = 13 R = 1.000000E-13 PEN = -2.9999991796786
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三、优化结果__数据
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罚函数构造次数 IRC = 14
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无约束优化方法调用次数 ITE = 14 一维搜索方法调用次数 ILI = 30
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惩罚函数值计算次数 NPE = 173 目标函数值计算次数 IFX = 0
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设计变量最优点 X*:
X[1]= -4.723998E-06
X[2]= -3.000000E+00
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最优值 F(X*)= -2.99999993407945
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最优点处的不等约束函数值 G(X*):
GX[1]= -3.953671E-07
GX[2]= -4.000005E+00
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--- STOP ---
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