摘要
根据单纯形法和粒子群算法的各自特点，提出了一种使用单纯形法优化的粒子群算法，算法利用单纯形法来对粒子群算法的初始值进行处理．数值实验表明．优化后的粒子群算法具有更好的的寻优能力．
According to the respective characteristics of simplex method and particle swarm algorithm, a particle swarm optimization algorithm using simplex method is proposed. This algorithm uses simplex method to deal with the initiM value of PSO. Numerical experiments show that the optimized PSO has better searching ability.
作者
武可栋
韦增欣
杨天山
WU Ke-dong;WEI Zeng-xin;YANG Tian-shan(School of Mathematics and Information Science, Guangxi University, Nanning 530004, China;Department of Finance, Nanning College for Vocational Technology, Nanning 530004, China)
出处
《数学的实践与认识》
北大核心
2018年第7期199-205,共7页
Mathematics in Practice and Theory
基金
国家自然科学基金(11161003)
大数据时代下的量化投资策略研究(2017KY1017)
关键词
粒子群算法
单纯形法
优化
particle swarm optimization
simplex method
optimization
