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基于线性约束条件下全局优化问题的定边界模拟退火算法

Simulated Annealing Algorithm for Global Optimal Problem Subjected to Linear Constraints
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摘要 针对线性约束条件下全局优化问题,提出了定边界模拟退火算法(DBSA,参数确定范围[0,1])。应用凸集理论,将线性约束条件转化为和为1的等式约束,可证明二若等价。针对新的约束条件,对模拟退火算法可能解的选取方法进行相应改进。其次从应用上验证了DBSA的可行性,对比结果表明定边界模拟退火算法具有较快的运算速度和精度。 In order to solve global optimization problems subjected to linear constraints, a global optimization algorithm (DBSA, simulated annealing algorithm with boundary variables[0,1]) is presented. Using the convex set theory, linear constraints can be equivalently transformed to an equation. Results show that the DBSA algorithm has fast computing speed and high precision.
出处 《自动化技术与应用》 2007年第1期8-9,26,共3页 Techniques of Automation and Applications
基金 哈尔滨市学科后备带头人基金项目(2005AFXXJO20) 黑龙江省研究生创新科研资金项目(YJSCX2005-246HLJ)
关键词 线性约束 全局优化 定边界模拟退火算法 linear constraints global optimization DBSA
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