求解一类随机优化问题的粒子群算法

Particle Swarm Algorithm for Solving a Class of Stochastic Optimization Problems

提出了一个解随机优化问题的粒子群算法.该算法易理解,程序上易实现,克服了随机优化问题难以高效实现全局优化的缺点.数值实验结果表明,所提出的算法能够快速地收敛到随机优化问题的最优解,并且具有良好的鲁棒性,是此类问题的一个高效求解算法.

A particle swarm algorithm to solve a class of stochastic optimization problem is proposed.the algorithm,which is easy to understand and operate in program,overcomes the short-coming that stochastic optimization problem can't find global optimal solution efficiently.The numerical experiment results demonstrate that the proposed algorithm can rapidly converge to the optimal solution and is an efficient method because of it's good robustness.