📄 s07.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 = 6
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不等式约束个数 KG = 4 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 = 0.2
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初始步长 T0 = 0.01 收敛精度 EPS = 1E-9
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无约束优化方法: BFGS法
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设计变量初始点 X0:
X[1]=1
X[2]=1
X[3]=1
X[4]=3
X[5]=1
X[6]=5
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设计变量下界 BL:
BL[1]=0
BL[2]=0
BL[3]=0
BL[4]=2
BL[5]=0
BL[6]=6
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设计变量上界 BU:
BU[1]=2
BU[2]=2
BU[3]=2
BU[4]=4
BU[5]=1
BU[6]=8
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初始点目标函数值 F(X0)= 20
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初始点处的不等约束函数值 G(X0):
GX[1]= -2.000000E+00
GX[2]= 0.000000E+00
GX[3]= -3.000000E+00
GX[4]= -1.000000E+00
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初始点不可行！
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不可行的初始点：
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X[1]=1
X[2]=1
X[3]=1
X[4]=3
X[5]=1
X[6]=5
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初始点处的不等约束函数值 G(X*):
GX[1]= -2.000000E+00
GX[2]= 0.000000E+00
GX[3]= -3.000000E+00
GX[4]= -1.000000E+00
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找到可行的初始点！
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可行的初始点：
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X[1]=0.000773539941292256
X[2]=0.00386769970646128
X[3]=0.0193384985323064
X[4]=2.09669249266153
X[5]=0.24173123165383
X[6]=6.4173123165383
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初始点处的不等约束函数值 G(X*):
GX[1]= -4.999610E+00
GX[2]= -1.256016E-01
GX[3]= -1.582688E+00
GX[4]= -2.417312E+00
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二、计算过程__数据
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IRC = 0 R = 1.000000E+00 PEN = 54.5907436799832
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IRC = 1 R = 2.000000E-01 PEN = 14.3534222136904
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IRC = 2 R = 4.000000E-02 PEN = 8.86324793022239
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IRC = 3 R = 8.000000E-03 PEN = 6.65508811863762
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IRC = 4 R = 1.600000E-03 PEN = 5.72681107237515
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IRC = 5 R = 3.200000E-04 PEN = 5.32232729441362
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IRC = 6 R = 6.400000E-05 PEN = 5.14367525433369
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IRC = 7 R = 1.280000E-05 PEN = 5.06413462631364
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IRC = 8 R = 2.560000E-06 PEN = 5.02869482357679
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IRC = 9 R = 5.120000E-07 PEN = 5.01317845811418
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IRC = 10 R = 1.024000E-07 PEN = 5.00588414240836
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IRC = 11 R = 2.048000E-08 PEN = 5.00274431679218
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IRC = 12 R = 4.096000E-09 PEN = 5.00126048242676
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IRC = 13 R = 8.192000E-10 PEN = 5.00057603324943
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IRC = 14 R = 1.638400E-10 PEN = 5.00031831319123
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IRC = 15 R = 3.276800E-11 PEN = 5.00022510163427
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IRC = 16 R = 6.553600E-12 PEN = 5.00014448256307
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IRC = 17 R = 1.310720E-12 PEN = 5.00011622798053
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IRC = 18 R = 2.621440E-13 PEN = 5.00010575044162
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IRC = 19 R = 5.242880E-14 PEN = 5.00010101097504
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IRC = 20 R = 1.048576E-14 PEN = 5.00009923780395
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IRC = 21 R = 2.097152E-15 PEN = 5.00009850398878
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IRC = 22 R = 4.194304E-16 PEN = 5.00009812585046
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IRC = 23 R = 8.388608E-17 PEN = 5.00009810980917
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三、优化结果__数据
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罚函数构造次数 IRC = 24
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无约束优化方法调用次数 ITE = 606 一维搜索方法调用次数 ILI = 606
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惩罚函数值计算次数 NPE = 2891 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]= 1.004701E+00
X[2]= 8.108348E-04
X[3]= 1.997633E+00
X[4]= 2.000001E+00
X[5]= -8.474209E-05
X[6]= 4.000000E+00
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最优值 F(X*)= 5.00005772259233
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最优点处的不等约束函数值 G(X*):
GX[1]= -3.845707E-05
GX[2]= -2.437895E-06
GX[3]= -4.000010E+00
GX[4]= 9.999492E-06
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--- STOP ---
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