安庆师范学院学报(自然科学版)
安慶師範學院學報(自然科學版)
안경사범학원학보(자연과학판)
JOURNAL OF ANQING TEACHERS COLLEGE(NATURAL SCIENCE)
2015年
3期
26-30
,共5页
GM(1,1)模型%非线性优化问题%均值白化%多子群遗传算法%全局最优解
GM(1,1)模型%非線性優化問題%均值白化%多子群遺傳算法%全跼最優解
GM(1,1)모형%비선성우화문제%균치백화%다자군유전산법%전국최우해
GM(1%1) model%nonlinear optimization problem%mean whitenization%multi-subgroup genetic algorithm%global optimal solution
针对非线性优化问题约束条件中待定参数的时间序列数据,首先使用GM(1,1)方法进行建模预测得到参数的预测值,进而将参数预测值代入原问题中提出一个确定型的非线性优化问题。对该确定型问题设计了一个多子种群并行进化的遗传算法进行求解,在分析所提算法的收敛性的基础上,给出了初步的数值算例。数值算例实验结果表明:该算法能够较为精确地获得预测型非线性优化问题的(近似)全局最优解。
針對非線性優化問題約束條件中待定參數的時間序列數據,首先使用GM(1,1)方法進行建模預測得到參數的預測值,進而將參數預測值代入原問題中提齣一箇確定型的非線性優化問題。對該確定型問題設計瞭一箇多子種群併行進化的遺傳算法進行求解,在分析所提算法的收斂性的基礎上,給齣瞭初步的數值算例。數值算例實驗結果錶明:該算法能夠較為精確地穫得預測型非線性優化問題的(近似)全跼最優解。
침대비선성우화문제약속조건중대정삼수적시간서렬수거,수선사용GM(1,1)방법진행건모예측득도삼수적예측치,진이장삼수예측치대입원문제중제출일개학정형적비선성우화문제。대해학정형문제설계료일개다자충군병행진화적유전산법진행구해,재분석소제산법적수렴성적기출상,급출료초보적수치산례。수치산례실험결과표명:해산법능구교위정학지획득예측형비선성우화문제적(근사)전국최우해。
According to the historical data of the time series of the constraints parameters in the nonlinear optimization prob-lem, the values of the constraints parameters are modeled and predicted using GM(1,1) method. Substituting the predicted values of the parameters into the grey nonlinear optimization problem, we obtain a determinate nonlinear optimization problem. Then, we design a multi-subgroup genetic algorithm genetic algorithm to solve the resulting problem. Moreover, we analyze the convergence of our method and develop preliminary the numerical experiment which shows that the ( approximated) global optimal solution of the predicted nonlinear optimization problem can be found using the proposed method.