二层多目标决策问题的等价变换及其全局优化

针对求解一类二层多目标决策问题,首先将其转化为等价的单目标决策问题,然后利用遗传算法优化的反演性和混沌优化方法的遍历性,并结合精确不可微罚函数求解非线性约束优化问题,提出了求解此类问题的混沌遗传算法.该方法能够有效改善遗传算法的局部搜索能力和搜索精度,求解精度和可靠性较高.实际算例表明是可行、有效算法.

Equivalent transform for bilevel multi-objective decision making problems and its global optimization methods

For a class of bilevel multi-objective decision,this paper converts it into the problem of equivalent single-level multi-objective decision,then makes use of the inversion property of the genetic algorithm with the ergodic property of the chaos optimization method.Combined with exact non-differentiable penalty function,a new chaos genetic optimization algorithm is presented.The method can improve the local search ability and search accuracy of genetic algorithm,enhancing the accuracy and credibility.Actual calculation example shows that this algorithm is effective and efficient.