模拟退火算法的改进及其应用

Improvement and Application of the Simulated Annealing Algorithm

针对贷款组合优化决策模型的求解问题，以模拟退火算法为基础，利用设置记忆器和在算法后链接一个局部搜索过程的方法，对原有算法进行改进，该算法可兼顾解的质量和运行时间，快速找到政优解，克服了原有算法的随机性。数值计算的结果表明，该算法具有很强的适用性。

To solve the problem of decision-making model of loan＇s portfolio optimization, an improved simulated annealing algorithm is proposed in this paper. It can not only focus on the quality of solution, running time and find the optimal solution fast, but also can overcome the randomness of the original algorithm. The numerical computation results indicate that this algorithm has good applicability.