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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 = 2 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 = 0.01 收敛精度 EPS = 1E-10
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无约束优化方法: DFP法
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设计变量初始点 X0:
X[1]=1
X[2]=5
X[3]=5
X[4]=1
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设计变量下界 BL:
BL[1]=0
BL[2]=0
BL[3]=0
BL[4]=0
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设计变量上界 BU:
BU[1]=5
BU[2]=5
BU[3]=5
BU[4]=5
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初始点目标函数值 F(X0)= 16
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初始点处的不等约束函数值 G(X0):
GX[1]= 1.200000E+01
GX[2]= 0.000000E+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]=5
X[3]=5
X[4]=1
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初始点处的不等约束函数值 G(X*):
GX[1]= 1.200000E+01
GX[2]= 0.000000E+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]=1.70380341165583
X[2]=3.51901705827913
X[3]=2.59508529139566
X[4]=2.97542645697831
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初始点处的不等约束函数值 G(X*):
GX[1]= -9.125943E+00
GX[2]= -2.129581E+01
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二、计算过程__数据
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IRC = 0 R = 2.697684E+02 PEN = 84.4565698690792
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IRC = 1 R = 5.395369E+01 PEN = 76.6065068178481
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IRC = 2 R = 1.079074E+01 PEN = 38.1840122107157
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IRC = 3 R = 2.158147E+00 PEN = 25.4060707078803
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IRC = 4 R = 4.316295E-01 PEN = 20.4825109195051
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IRC = 5 R = 8.632590E-02 PEN = 18.4339391835406
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IRC = 6 R = 1.726518E-02 PEN = 17.5509108175335
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IRC = 7 R = 3.453036E-03 PEN = 17.1628412413582
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IRC = 8 R = 6.906072E-04 PEN = 16.9909129099573
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IRC = 9 R = 1.381214E-04 PEN = 16.9232339197093
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IRC = 10 R = 2.762429E-05 PEN = 16.8802430770822
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IRC = 11 R = 5.524857E-06 PEN = 16.8658755892111
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IRC = 12 R = 1.104971E-06 PEN = 16.858450792148
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IRC = 13 R = 2.209943E-07 PEN = 16.8548704227174
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IRC = 14 R = 4.419886E-08 PEN = 16.8538969569678
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IRC = 15 R = 8.839772E-09 PEN = 16.8534696555098
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IRC = 16 R = 1.767954E-09 PEN = 16.8532894912131
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IRC = 17 R = 3.535909E-10 PEN = 16.8532120123801
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IRC = 18 R = 7.071818E-11 PEN = 16.8531762275177
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IRC = 19 R = 1.414364E-11 PEN = 16.8531594858961
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IRC = 20 R = 2.828727E-12 PEN = 16.8531556484314
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IRC = 21 R = 5.657454E-13 PEN = 16.8531541438672
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三、优化结果__数据
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罚函数构造次数 IRC = 22
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无约束优化方法调用次数 ITE = 734 一维搜索方法调用次数 ILI = 734
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惩罚函数值计算次数 NPE = 3446 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]= 7.379275E-01
X[2]= 4.592819E+00
X[3]= 3.826232E+00
X[4]= 1.927861E+00
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最优值 F(X*)= 16.8530794979289
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最优点处的不等约束函数值 G(X*):
GX[1]= -4.816592E-03
GX[2]= 1.292775E-04
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--- STOP ---
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