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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 = 3 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-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]=8
X[2]=14
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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)= 265
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初始点处的不等约束函数值 G(X0):
GX[1]= -1.960000E+02
GX[2]= -4.000000E+00
GX[3]= -2.000000E+00
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二、计算过程__数据
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IRC = 0 R = 1.000000E+00 PEN = 265.755102040816
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IRC = 1 R = 2.000000E-01 PEN = 0.963904785467965
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IRC = 2 R = 4.000000E-02 PEN = 0.346286622714824
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IRC = 3 R = 8.000000E-03 PEN = 0.20829584009537
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IRC = 4 R = 1.600000E-03 PEN = 0.17861927558741
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IRC = 5 R = 3.200000E-04 PEN = 0.0875652685466983
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IRC = 6 R = 6.400000E-05 PEN = 0.0760635873568435
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IRC = 7 R = 1.280000E-05 PEN = 0.0712121704238996
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IRC = 8 R = 2.560000E-06 PEN = 0.0690305797623122
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IRC = 9 R = 5.120000E-07 PEN = 0.06806334784507
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IRC = 10 R = 1.024000E-07 PEN = 0.0676212238236533
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IRC = 11 R = 2.048000E-08 PEN = 0.0674232792585169
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IRC = 12 R = 4.096000E-09 PEN = 0.0673184010189875
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IRC = 13 R = 8.192000E-10 PEN = 0.0673009867422606
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IRC = 14 R = 1.638400E-10 PEN = 0.0672756535648636
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IRC = 15 R = 3.276800E-11 PEN = 0.0672684459696181
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三、优化结果__数据
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罚函数构造次数 IRC = 16
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无约束优化方法调用次数 ITE = 16 一维搜索方法调用次数 ILI = 37
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惩罚函数值计算次数 NPE = 247 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]= 5.247814E+00
X[2]= 6.038252E+00
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最优值 F(X*)= 0.0672646839545321
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最优点处的不等约束函数值 G(X*):
GX[1]= -3.865688E-05
GX[2]= -9.209562E+00
GX[3]= -4.752186E+00
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--- STOP ---
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