📄 s08.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 = 3
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不等式约束个数 KG = 3 等式约束个数 KH = 2
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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-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]=2
X[2]=2
X[3]=2
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设计变量下界 BL:
BL[1]=0
BL[2]=0
BL[3]=0
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设计变量上界 BU:
BU[1]=9
BU[2]=9
BU[3]=9
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初始点目标函数值 F(X0)= 976
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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]= -2.000000E+00
GX[3]= -2.000000E+00
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初始点处的等式约束函数值 H(X0):
HX[1]= -1.300000E+01
HX[2]= 2.000000E+00
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二、计算过程__数据
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IRC = 0 R = 6.506667E+02 PEN = 1958.78214114602
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IRC = 1 R = 1.301333E+02 PEN = 1551.83177008504
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IRC = 2 R = 2.602667E+01 PEN = 1136.11144700044
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IRC = 3 R = 5.205333E+00 PEN = 1015.76549296974
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IRC = 4 R = 1.041067E+00 PEN = 980.165831236295
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IRC = 5 R = 2.082133E-01 PEN = 966.380449842542
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IRC = 6 R = 4.164267E-02 PEN = 962.637188932892
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IRC = 7 R = 8.328533E-03 PEN = 961.861918926474
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IRC = 8 R = 1.665707E-03 PEN = 961.734850526415
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IRC = 9 R = 3.331413E-04 PEN = 961.720629534535
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三、优化结果__数据
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罚函数构造次数 IRC = 10
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无约束优化方法调用次数 ITE = 85 一维搜索方法调用次数 ILI = 85
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惩罚函数值计算次数 NPE = 470 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]= 3.418981E+00
X[2]= 2.242753E-01
X[3]= 3.644829E+00
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最优值 F(X*)= 961.696904620454
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最优点处的不等约束函数值 G(X*):
GX[1]= -3.418981E+00
GX[2]= -2.242753E-01
GX[3]= -3.644819E+00
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最优点处的等式约束函数值 H(X*):
HX[1]= 2.443621E-02
HX[2]= 5.434881E-03
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--- STOP ---
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