基于梯度法的高效全局优化算法

Abstract

Abstract:

Based on the maximum likelihood estimation method and the alternating direction method to estimate the parameters of Kriging model, a Kriging model parameter optimization algorithm based on active set conjugate gradient method was proposed on the basis of which the global optimization algorithm was improved. Finally, the problem of premature convergence has been solved by means of the improved global optimization algorithm.

Key words: Kriging model, maximum likelihood estimation, efficient global optimization algorithm, conjugate gradient method

CLC Number:

O241.3

KE Xianbin, LIU Hongwei, YOU Hailong. Efficient Global Optimization Algorithm Based on Gradient Method[J].Journal of Jilin University Science Edition, 2016, 54(01): 40-44.

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Efficient Global Optimization Algorithm Based on Gradient Method

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