共查询到20条相似文献,搜索用时 93 毫秒
1.
2.
带平衡约束的离散网络平衡设计问题的遗传算法 总被引:1,自引:1,他引:0
本文研究了带平衡约束的离散网络设计问题及其求解算法.模型中上层是一个离散网络设计的数学规划模型,采用遗传算法来求解.下层是采用变分不等式描述的用户平衡配流问题,利用对角化方法直接求解.通过实例对算法进行验证,结果表明该算法是有效的. 相似文献
3.
低阶精确罚函数的一种二阶光滑逼近 总被引:1,自引:0,他引:1
给出了求解约束优化问题的低阶精确罚函数的一种二阶光滑逼近方法,证明了光滑后的罚优化问题的最优解是原约束优化问题的ε-近似最优解,基于光滑后的罚优化问题,提出了求解约束优化问题的一种新的算法,并证明了该算法的收敛性,数值例子表明该算法对于求解约束优化问题是有效的. 相似文献
4.
5.
基于非单调技术和L-M算法, 提出了一种新的求解带界约束的非线性方程组的混合方法. 在一定条件下, 该算法具有全局收敛性. 数值试验表明该算法是有效的. 相似文献
6.
7.
基于无导数线搜索技术和投影方法,本文提出了一种新的求解带凸约束的非线性方程组的无导数记忆法.该方法在每步迭代时不需要计算和贮存任何矩阵,因而适合求解大规模非线性方程组问题.在较弱条件下,该算法具有全局收敛性.数值试验结果及其相关的比较表明该算法是比较有效的. 相似文献
8.
龚延成 《数学的实践与认识》2007,37(11):27-31
应用启发式算法求解带时效性约束的多源选址问题.分析物流配送的时效性问题,建立带时效性约束的配送中心多源选址模型.构造两步启发式算法:1)借助传统迭代算法,求解物流服务分配矩阵,把多源选址问题转化为单源选址问题;2)基于M ATLAB函数,设计优化程序,计算带时效性约束的单源选址模型.并给出算例,验证模型和算法的可行性.研究表明两步启发式算法是求解带时效性约束的物流配送中心多源连续选址问题的有效算法. 相似文献
9.
基于对p-1维输出空间进行剖分的思想,提出了一种求解线性比式和问题的分枝定界算法.通过一种两阶段转换方法得到原问题的一个等价问题,该问题的非凸性主要体现在新增加的p-1个非线性等式约束上.利用双线性函数的凹凸包络对这些非线性约束进行凸化,这就为等价问题构造了凸松弛子问题.将凸松弛子问题中的冗余约束去掉并进行等价转换,从而获得了一个比凸松弛子问题规模更小、约束更少的线性规划问题.证明了算法的理论收敛性和计算复杂性.数值实验表明该算法是有效可行的. 相似文献
10.
曾相戈 《数学的实践与认识》2006,36(4):144-150
提出了一种快速而有效的启发式规则(fam ily slack,简称FSLACK),来求解极小化总延误时间和极小化最大完工时间两个目标,工件按产品类型成组,带模具数量约束的平行机器生产调度问题.本文提出的FSLACK与EDD、LPT及SLACK进行了比较.随机订单的测试结果表明,本文提出的启发式规则在求解双目标带约束工件成类的平行机器调度问题上是有效的.这表明该算法可以应用在成型加工业的现场作业调度. 相似文献
11.
Two basic problems in reliability-based structural optimization 总被引:5,自引:0,他引:5
Optimization of structures with respect to performance, weight or cost is a well-known application of mathematical optimization theory. However optimization of structures with respect to weight or cost under probabilistic reliability constraints or optimization with respect to reliability under cost/weight constraints has been subject of only very few studies. The difficulty in using probabilistic constraints or reliability targets lies in the fact that modern reliability methods themselves are formulated as a problem of optimization. In this paper two special formulations based on the so-called first-order reliability method (FORM) are presented. It is demonstrated that both problems can be solved by a one-level optimization problem, at least for problems in which structural failure is characterized by a single failure criterion. Three examples demonstrate the algorithm indicating that the proposed formulations are comparable in numerical effort with an approach based on semi-infinite programming but are definitely superior to a two-level formulation. 相似文献
12.
To solve a system of nonlinear equations, Wu wen-tsun introduced a new formative elimination method. Based on Wu's method and the theory of nonlinear programming, we here propose a global optimization algorithm for nonlinear programming with rational objective function and rational constraints. The algorithm is already programmed and the test results are satisfactory with respect to precision and reliability. 相似文献
13.
Reliability stochastic optimization for a series system with interval component reliability via genetic algorithm 总被引:1,自引:0,他引:1
This paper deals with chance constraints based reliability stochastic optimization problem in the series system. This problem can be formulated as a nonlinear integer programming problem of maximizing the overall system reliability under chance constraints due to resources. The assumption of traditional reliability optimization problem is that the reliability of a component is known as a fixed quantity which lies in the open interval (0, 1). However, in real life situations, the reliability of an individual component may vary due to some realistic factors and it is sensible to treat this as a positive imprecise number and this imprecise number is represented by an interval valued number. In this work, we have formulated the reliability optimization problem as a chance constraints based reliability stochastic optimization problem with interval valued reliabilities of components. Then, the chance constraints of the problem are converted into the equivalent deterministic form. The transformed problem has been formulated as an unconstrained integer programming problem with interval coefficients by Big-M penalty technique. Then to solve this problem, we have developed a real coded genetic algorithm (GA) for integer variables with tournament selection, uniform crossover and one-neighborhood mutation. To illustrate the model two numerical examples have been solved by our developed GA. Finally to study the stability of our developed GA with respect to the different GA parameters, sensitivity analyses have been done graphically. 相似文献
14.
15.
在元件的体积、重量和造价的共同约束下的多级串并联系统的可靠性优化问题是一个具有多局部极值的、非线性的、同时具有整数和实数变量的混合优化问题.将遗传算法和多目标可靠性分配问题相结合,对可靠性分配问题进行求解,得到较好效果,从而得出结论,遗传算法在求解多目标可靠性优化问题中是一种行之有效的方法. 相似文献
16.
Systems reliability plays an important role in systems design, operation and management. Systems reliability can be improved
by adding redundant components or increasing the reliability levels of subsystems. Determination of the optimal amount of
redundancy and reliability levels among various subsystems under limited resource constraints leads to a mixed-integer nonlinear
programming problem. The continuous relaxation of this problem in a complex system is a nonconvex nonseparable optimization
problem with certain monotone properties. In this paper, we propose a convexification method to solve this class of continuous
relaxation problems. Combined with a branch-and-bound method, our solution scheme provides an efficient way to find an exact
optimal solution to integer reliability optimization in complex systems.
This research was partially supported by the Research Grants Council of Hong Kong, grants CUHK4056/98E, CUHK4214/01E and 2050252,
and the National Natural Science Foundation of China under Grants 79970107 and 10271073. 相似文献
17.
《Optimization》2012,61(3-4):349-368
Structural optimization under time-invariante reliability constraints is sufficiently well known. The same problem under time-dependent loads and resistances has not yet found satisfying solutions. Recently, a new attempt has been made where structural reliability is determined by the outcrossing approach in the context of first-order reliability methodology (FORM). In the paper an algorithm is designed with which outcrossing rates determined by asymptotic second-order reliability methods (SORM) can be used as constraints in structural optimization. The method is developed for two different types of stationary load models, rectangular wave renewal processes and Gaussian processes, respectively. An example application demonstrates the new methodology 相似文献
18.
System reliability analysis involving correlated random variables is challenging because the failure probability cannot be uniquely determined under the given probability information. This paper proposes a system reliability evaluation method based on non-parametric copulas. The approximated joint probability distribution satisfying the constraints specified by correlations has the maximal relative entropy with respect to the joint probability distribution of independent random variables. Thus the reliability evaluation is unbiased from the perspective of information theory. The estimation of the non-parametric copula parameters from Pearson linear correlation, Spearman rank correlation, and Kendall rank correlation are provided, respectively. The approximated maximum entropy distribution is then integrated with the first and second order system reliability method. Four examples are adopted to illustrate the accuracy and efficiency of the proposed method. It is found that traditional system reliability method encodes excessive dependence information for correlated random variables and the estimated failure probability can be significantly biased. 相似文献
19.
The optimization problem in this paper is targeted at large-scale hydrothermal power systems. The thermal part of the system is a multi-area power pool with tie-line constraints, and the hydro part is a set of cascaded hydrostations. The objective is to minimize the operation cost of the thermal subsystem. This is an integer nonlinear optimization process with a large number of variables and constraints. In order to obtain the optimal solution in a reasonable time, we decompose the problem into thermal and hydro subproblems. The coordinator between these subproblems is the system Lagrange multiplier. For the thermal subproblem, in a multi-area power pool, it is necessary to coordinate the area generations for reducing the operation cost without violating tie limits. For the hydro subsystem, network flow concepts are adopted to coordinate water usage over the entire study time span, and the reduced gradient method is used to overcome the linear characteristic of the network flow method in order to obtain the optimal solution. In this study, load forecasting errors and forced outages of generating units are incorporated in system reliability requirements. Three case studies for the proposed method are presented. 相似文献
20.
Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients 总被引:6,自引:0,他引:6
Ernesto G. Birgin José Mario Martínez 《Computational Optimization and Applications》2002,23(1):101-125
A new active-set method for smooth box-constrained minimization is introduced. The algorithm combines an unconstrained method, including a new line-search which aims to add many constraints to the working set at a single iteration, with a recently introduced technique (spectral projected gradient) for dropping constraints from the working set. Global convergence is proved. A computer implementation is fully described and a numerical comparison assesses the reliability of the new algorithm. 相似文献