?? c06.rtf
字號:
常用優化方法 ——復合形法 懲罰函數法
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一、初始數據
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設計變量個數 N = 2
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不等式約束個數 KG = 3 復合形頂點個數 K = 4
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收斂精度 EPS = 1E-9
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設計變量初始點 X0:
X[1]=8
X[2]=14
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設計變量下界 BL:
BL[1]=0
BL[2]=0
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設計變量上界 BU:
BU[1]=9
BU[2]=9
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初始點目標函數值 F(X0)= 265
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初始點處的不等約束函數值 G(X0):
GX[1]= -1.960000E+02
GX[2]= -4.000000E+00
GX[3]= -2.000000E+00
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二、計算過程__數據
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設計變量迭代點 X: 復合形迭代次數 ITE = 1
X[1]= 5.062032E+00
X[2]= 7.310162E+00
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目標函數值 F(X)= 6.8699451997158
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設計變量迭代點 X: 復合形迭代次數 ITE = 10
X[1]= 6.152981E+00
X[2]= 5.627229E+00
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目標函數值 F(X)= 1.88519594978608
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設計變量迭代點 X: 復合形迭代次數 ITE = 20
X[1]= 5.331195E+00
X[2]= 6.049804E+00
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目標函數值 F(X)= 0.119612116880463
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設計變量迭代點 X: 復合形迭代次數 ITE = 30
X[1]= 5.234375E+00
X[2]= 6.050620E+00
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目標函數值 F(X)= 0.0651809397355566
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設計變量迭代點 X: 復合形迭代次數 ITE = 40
X[1]= 5.222193E+00
X[2]= 6.060738E+00
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目標函數值 F(X)= 0.0641262676621468
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設計變量迭代點 X: 復合形迭代次數 ITE = 50
X[1]= 5.221947E+00
X[2]= 6.060648E+00
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目標函數值 F(X)= 0.0639728731248149
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設計變量迭代點 X: 復合形迭代次數 ITE = 60
X[1]= 5.218937E+00
X[2]= 6.063230E+00
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目標函數值 F(X)= 0.0639256175318872
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設計變量迭代點 X: 復合形迭代次數 ITE = 70
X[1]= 5.218718E+00
X[2]= 6.063415E+00
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目標函數值 F(X)= 0.0639236286938969
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設計變量迭代點 X: 復合形迭代次數 ITE = 80
X[1]= 5.218740E+00
X[2]= 6.063395E+00
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目標函數值 F(X)= 0.0639226528516316
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設計變量迭代點 X: 復合形迭代次數 ITE = 90
X[1]= 5.218670E+00
X[2]= 6.063455E+00
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目標函數值 F(X)= 0.0639225916519655
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設計變量迭代點 X: 復合形迭代次數 ITE = 100
X[1]= 5.218635E+00
X[2]= 6.063485E+00
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目標函數值 F(X)= 0.0639225781806839
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三、優化結果__數據
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復合形迭代次數 ITE = 108 目標函數計算次數 IFX = 246
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設計變量最優點 X*:
X[1]= 5.218612E+00
X[2]= 6.063505E+00
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最優值 F(X*)= 0.0639225757086313
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最優點處的不等約束函數值 G(X*):
GX[1]= -1.118554E-08
GX[2]= -9.155107E+00
GX[3]= -4.781388E+00
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--- STOP ---
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