非線形散逸力学系の内部状態モデルを用いた制約条件付大域的最適化手法

• 岡本 卓

  慶應義塾大学 理工学研究科

• 相吉 英太郎

  慶應義塾大学 理工学研究科

書誌事項

タイトル別名

• Constrained Global Optimization Methods by Using Inner State Models with Nonlinear Dissipative Dynamics
• ヒセンケイ サンイツ リキガクケイ ノ ナイブ ジョウタイ モデル オ モチイタ セイヤク ジョウケン ツキ タイイキテキ サイテキカ シュホウ

抄録

Optimization methods by using chaos dynamics are interesting as a class of global optimization methods by which the global minimum can be obtained without trapping in local minima. The chaos dynamics are classfied into discretized gradient models and continuous dissipative models with a nonlinear damping term. In this paper, two types of constrained optimization problems are considered in order to present nonlinear dissipative dynamics embedded in their constraints. One of types of the constraints is upper and lower bounds on each variable, and the other type is a simplex. For the each type of constraints, the inner state model with nonlinear dissipative dynamics w.r.t.inner states is introduced, which is composed of a nonlinear inertial model with the gradient and a nonlinear output function. As the nonlinear dissipative dynamics, Fujita-Yasuda's Model [6] and Tani's Model [7] are adopted. Especially, their revised models are proposed newly for the simplex type. The numerical simulations for a few constrained optimization problems demonstrate effectiveness of presented constrained global optimization methods.

収録刊行物

• システム制御情報学会論文誌

  システム制御情報学会論文誌 16 (12), 662-669, 2003

  一般社団法人 システム制御情報学会

キーワード

• global optimization
• inertial system model
• constraint conditions
• simplex
• annealing

詳細情報

• CRID: 1390001205166807040
• NII論文ID: 10011806317
• NII書誌ID: AN1013280X
• DOI: 10.5687/iscie.16.662
• ISSN: 2185811X
• ISSN: 13425668
• NDL書誌ID: 6779799
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I6779799
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