| 基于模拟退火的CRS算法 |
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| 引用本文： | 汤丹.基于模拟退火的CRS算法[J].运筹学学报,2011,15(4):124-128. |
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| 作者姓名： | 汤丹 |
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| 作者单位： | 华侨大学数量经济研究院 |
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| 摘 要： | 本文是对非线性规划问题提出的一种算法，该算法把模拟退火算法应用到CRS算法中，根据模拟退火算法每一次迭代都体现集中和扩散两个策略的平衡的特点，使CRS算法更能够搜索到全局最优解，而不会陷入局部最优解。最后把提出的算法应用到两个典型的函数优化问题中，结果表明，算法是可行的、有效的
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| 关 键 词： | ,CRS算法, ,模拟退火算法, ,全局优化,接受概率, |
| 收稿时间： | 2011-01-04 |
| 修稿时间： | 2011-04-22 |
CRS Algorithm Based on the Simulated Annealing |
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| TANG Dan College of Economics , Finance,Huaqiao University,Quanzhou Fujian ,China.CRS Algorithm Based on the Simulated Annealing[J].OR Transactions,2011,15(4):124-128. |
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| Authors: | TANG Dan College of Economics Finance Huaqiao University Quanzhou Fujian China |
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| Institution: | TANG Dan College of Economics and Finance,Huaqiao University,Quanzhou Fujian 362001,China |
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| Abstract: | In this paper,a new algorithm is proposed for the nonlinear programming problems.The algorithm applied the simulated annealing to the CRS algorithm.According to the simulated annealing reflects on concentrates and proliferates in each iteration. Enables the CRS algorithm to search the global optimization more easier rather than the local optimization.Finally,the proposed algorithm is applied to two typical function optimization problems,and the numerical results illustrate the accuracy and efficiency of the... |
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| Keywords: | CRS algorithm simulated annealing global optimization accept probability |
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