摘要
针对多变量、强约束的复杂非线性规划优化问题,本文将进化策略引入其中,并结合动态及模拟退火罚函数给出了一种快速、易实现的混合求解算法,并成功应用于多准则决策问题中,解决了以往计算难度大的问题。最后通过实例进行验证,结果表明该混合算法效率高、优化性能好。此算法亦可用于其他领域中的类似问题,具有一定借鉴作用和较强的实用性。
For the complex nonlinear programming optimization problem under diversified variables and strong constraints, this paper proposes an effective hybrid algorithm which combines the evolution strategy with the dynamic penalty function and the simulated annealing penalty function. It successfully solves the multi-criteria decision model and greatly reduces the calculating difficulty in the past. At last, a practical example is indicated to verify its feasibility, effectiveness and efficiency. This algorithm can also be used in many similar or relative fields for reference.
出处
《计算机工程与科学》
CSCD
2006年第1期78-81,共4页
Computer Engineering & Science
基金
湖南省国民经济和社会发展"十一五"规划课题研究项目([2004]144-3)
关键词
非线性规划
进化策略算法
罚函数
多准则决策
nonlinear programming
evolution strategy algorithm
penalty function
multi-criteria decision making