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求解约束非线性优化问题的群体复合形进化算法
引用本文:王建群,卢志华,哈布哈琪.求解约束非线性优化问题的群体复合形进化算法[J].河海大学学报(自然科学版),2001,29(3):46-50.
作者姓名:王建群  卢志华  哈布哈琪
作者单位:河海大学水文水资源及环境学院,
摘    要:分析了SCE-UA算法的特性,指出该算法仍存在着一些缺陷,例如(1)SCE-UA算法的全局最优性依赖于随机选取的初始点集的多样性,若初始点集选取不当,搜索进化就会早熟而陷入局部最优解;(2)SCE-UA算法其求解效率有待于进一步提高,提出了群体复合形进化算法,能充分利用目标函数值的信息,优化搜索过程具有较强的方向性和目标性,收敛速度较快,且是全局优化算法,能有效地求解不等式约束非线性优化问题。

关 键 词:非线性优化  进化算法  复合形算法  全局优化算法
文章编号:1000-1980(2001)03-0046-05
修稿时间:2000年5月22日

Multi-Complex Evolution Algorithm for Constraint Nonlinear Optimization Problems
WANG Jian-qun,LU Zhi-hua,Hapuarachchi H A P.Multi-Complex Evolution Algorithm for Constraint Nonlinear Optimization Problems[J].Journal of Hohai University (Natural Sciences ),2001,29(3):46-50.
Authors:WANG Jian-qun  LU Zhi-hua  Hapuarachchi H A P
Abstract:The essential concepts and the characters of the SCE UA method are reviewed, and some limitations of the SCE UA method are pointed out, such as (1) the global optimum of the method depends on the variety of the initial point sets, if the initial point sets can not be selected properly, the global optimum can not be obtained,(2) the general inequality constraint nonlinear optimization problems can not be solved effectively. In this paper, a more effective method called Multi Complex Evolution Algorithm for Constraint Nonlinear Optimization Problems is presented. This new method can use the information of the objective function to search for the optimum objectively. This new method is a global optimization method,which can be used for general inequality constraint nonlinear optimization problems efficiently and effectively.
Keywords:nonlinear optimization  evolution algorithm  complex algorithm  global optimization method
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