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A multimodal extremum search method based on Newton method extremum search

A search method and search algorithm technology, applied in the field of extreme value search, which can solve problems such as it is difficult to get rid of the influence of subjective factors and rely on initial points.

Inactive Publication Date: 2017-07-28
UNIV OF ELECTRONIC SCI & TECH OF CHINA
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Problems solved by technology

Obviously, in order to search for the extremum of the multimodal function system, it greatly depends on the setting of the initial point, and the initial point is generally set artificially, and it is difficult to get rid of the influence of subjective factors. The method of searching for the extremum of

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  • A multimodal extremum search method based on Newton method extremum search
  • A multimodal extremum search method based on Newton method extremum search
  • A multimodal extremum search method based on Newton method extremum search

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Embodiment

[0034] figure 1 It is a specific implementation flow chart of the multi-peak extremum search method based on Newton's method extremum search in the present invention. Such as figure 1 As shown, the specific steps of the multi-peak extremum search method based on Newton's method extremum search in the present invention include:

[0035] S101: Set initial parameters:

[0036] Set the input initial point x for extremum search 0 .

[0037] S102: Newton method extreme value search:

[0038] with initial point x 0 As the system input, use the Newton method extreme value search algorithm to search for the extreme value with a duration of t+m, and record the system output y at time t t and the system output y at time t+m t+m , t and m are all time parameters set according to the actual situation.

[0039] figure 2 It is a schematic diagram of Newton's method extremum search algorithm in the present invention. Such as figure 2 As shown, the specific process of Newton's met...

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Abstract

The invention provides a multimodal extremum search method based on Newton method extremum search. The method is characterized by: for a single input single output system, giving an input start point and performing extremum search for a preset period by using Newton method extremum search; determining whether a local extremum is found by judging a difference value between two close time points in a search ending period; if a local extremum is found, updating the input start point to search for the next local extremum, and otherwise prolonging search time and continuing to search for a local extremum corresponding to the start point. The method extends a Newton method extremum search algorithm, adds an external circle of changing input start points, and finds extremums in the vicinity of various start points by means of the Newton method extremum search algorithm through change of the start points, thereby finishing a process of extremum search for a multimodal function.

Description

technical field [0001] The invention belongs to the technical field of extremum search, and more specifically relates to a multi-peak extremum search method based on Newton's method extremum search. Background technique [0002] For a single-input single-output system, its input and output will satisfy a certain functional relationship. In practical applications, it is usually necessary to adjust the input to an appropriate value so that the output reaches the extreme value, and at this time the extreme value search method is needed. At present, the traditional extremum search algorithm can only search for local peaks. If the system function is a multi-peak function, then only one peak near the initial point can be searched, and it is powerless to search for other peaks, and local peaks are not necessarily global. peak. Obviously, in order to search for the extremum of the multimodal function system, it greatly depends on the setting of the initial point, and the initial p...

Claims

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Application Information

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IPC IPC(8): G06F17/15
CPCG06F17/15
Inventor 殷春周士伟薛建宏程玉华吴姗姗黄雪刚胡彬杨
Owner UNIV OF ELECTRONIC SCI & TECH OF CHINA
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