用改进的人工萤火虫群优化算法求解非线性方程组

针对传统算法复合形法在求解非线性方程组时依赖于初始值的选定和人工萤火虫群算法(GSO)算法在求解非线性方程组时求解精度低的缺点,提出一种基于复合形法的GSO算法(CGSO)求解非线性方程组方法.改进后的算法克服了传统算法的缺点且有效的提高了GSO算法在求解非线性方程组的精度.最后,通过对6个非线性方程组的仿真实验结果和传统算法,以及其他群智能算法进行比较,进而说明了CGSO算法的有效性.     

一种求解TSP问题的多策略改进蚁群算法

蚁群算法是一种求解复杂组合优化问题的启发式仿生进化算法,并是求解TSP问题行之有效的一种随机算法.但此算法仍存在求解精度低、易陷入局部最优及求解效率低的问题,针对该问题提出一种多策略改进蚁群算法.采用最近邻法影响初始信息素的分布,达到降低算法初期较短路径上信息素浓度的目的,并在转移规则变异调整的基础上,结合路径的均值交叉进化策略,增强算法探索全局解空间和避免陷入局部最优的能力.然后,结合迭代和精英策略对信息素更新机制进行改进,进一步提高化算法的求解性能及求解效率,最后,对从TSPLIB数据库选出的8个实例进行求解并与其他算法进行对比,实验结果表明,改进算法在求解旅行商问题时的高效性,且具有较高的运算性能.     

基于人工蜂群算法的配送中心选址问题求解

采用人工蜂群算法对配送中心选址问题进行求解,给出食物源的编码方法,通过整数规范化,使算法能在整数空间内对问题进行求解.应用算法进行了仿真实验,并将结果与其它一些启发式算法进行了比较和分析.计算结果表明人工蜂群算法可以有效求解配送中心选址问题,同时也为算法求解其它一些组合优化问题提供了有益思路.     

基于二进制编码非洲野狗算法的TSP问题研究

针对非洲野狗算法求解优化问题时全局性收敛不强的特点,对该算法进行改进,提出了改进的非洲野狗算法,结合二进制编码设计了求解离散优化问题的二进制编码非洲野狗算法,并将该算法应用于求解TSP问题并与其他算法做对比分析.研究结果显示,求解TSP问题时二进制编码非洲野狗算法求解精度更高,收敛速度更快.     

带约束动力学辛算法的符号计算

首先对带约束动力学中的辛算法作了改进,利用吴消元法求解多项式类型Euler-Lagrange方程.在辛算法的基础上,根据线性方程组理论和相容条件提出了一个求解约束的新算法.新算法的推导过程比辛算法严格,而且计算也比辛算法简单,并且多项式类型的Euler-Lagrange仍可以用吴消元法求解.另外,对于某些非多项式类型的Euler-Lagrange方程,可以先化为多项式类型,再用吴消元法求解.利用符号计算软件,上述算法都可以在计算机上实现.     

高阶优化算法分析简介

高阶优化算法是利用目标函数的高阶导数信息进行优化的算法,是最优化领域中的一个新兴的研究方向.高阶算法具有更低的迭代复杂度,但是需要求解一个更难的子问题.主要介绍三种高阶算法,分别为求解凸问题的高阶加速张量算法和A-HPE框架下的最优张量算法,以及求解非凸问题的ARp算法.同时也介绍了怎样求解高阶算法的子问题.希望通过对高阶算法的介绍,引起更多学者的关注与重视.     

基于迭代投影的梯度硬阈值追踪算法

梯度硬阈值追踪算法是求解稀疏优化问题的有效算法之一.考虑到算法中投影对最优解的影响,提出一种比贪婪策略更好的投影算法是很有必要的.针对一般的稀疏约束优化问题,利用整数规划提出一种迭代投影策略,将梯度投影算法中的投影作为一个子问题求解.通过迭代求解该子问题得到投影的指标集,并以此继续求解原问题,以提高梯度硬阈值追踪算法的计算效果.证明了算法的收敛性,并通过数值实例验证了算法的有效性.     

半无限规划离散化问题一个两阶段序列二次规划算法

本文研究了求解半无限规划离散化问题(P)的一个新的算法.利用序列二次规划(SQP)两阶段方法和约束指标集的修正技术,提出了求解(P)的一个两阶段SQP算法.算法结构简单,搜索方向的计算成本较低.在适当的条件下,证明了算法具有全局收敛性.数值试验结果表明算法是有效的.推广了文献[4]中求解(P)的算法.     

求解无容量设施选址问题的拉格朗日蝙蝠算法

无容量设施选址问题(Uncapacitated Facility Location Problem,UFLP)是一类经典的组合优化问题,被证明是一种NP-hard问题,易于描述却难于求解.首先根据UFLP的数学模型及其具体特征,重新设计了蝙蝠算法的操作算子,给出了求解UFLP的蝙蝠算法.其次构建出三种可行化方法,并将其与求解UFLP的蝙蝠算法和拉格朗日松弛算法相结合,设计了求解该问题的拉格朗日蝙蝠算法.最后通过仿真实例和与其他算法进行比较的方式,验证了该混合算法用来求解UFLP的可行性,是解决离散型问题的一种有效方式.     

基于最小调整法求解旅行商问题

介绍了一种求解旅行商问题的新算法"最小调整法",给出了该算法求解旅行商问题的具体步骤以及有效性证明,对算法的复杂性及近似程度进行了分析.最后通过典型算例进行了检验说明.与经典算法相比,新算法体现了简单易行的特点,对求解旅行商问题具有一定的启发意义.     

Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm

A stochastic quasigradient algorithm is suggested for solving the quantile optimization problem with a convex loss function. The algorithm is based on stochastic finite-difference approximations of gradients of the quantile function by using the order statistics. The algorithm convergence almost surely is proved.     

基于遗传算法与牛顿法的联合算法在地表发射率反演中的应用

结合遗传算法全局高效搜索和牛顿法局部细致搜索的优势,充分利用一种算法的优点弥补另一种算法的不足,进而引入一种基于遗传算法和牛顿法的联合算法,并将联合算法应用于反演地表发射率的函数关系中.结果表明,联合算法中由遗传算法提供的初始值使得牛顿法下降的速度快,且很快趋于稳定,达到精度要求;而由任意初始值提供给牛顿法,目标函数下降到一定阶段后反而有所回升,然后才保持稳定,且经和联合算法迭代相同的次数后,目标函数的值仍然非常大,远远达不到要求.因此,从可行性、计算效率上看,联合算法均优于单纯的牛顿法,是一种性能稳定,计算高效的下降方法.     

On the convergence property of the DFP algorithm

The DFP algorithm of unconstrained optimization possesses excellent properties of convergence for convex functions. However, a convergence theory of the DFP algorithm without the convexity assumption has not yet been established. This paper gives the following result: If the objective function is suitably smooth, and if the DFP algorithm produces a convergent point sequence, then the limit point of the sequence is a critical point of the objective function. Also, some open questions are mentioned.Supported by the National Science Foundation of China.     

A Modification to the New Version of the Price’s Algorithm for Continuous Global Optimization Problems

This paper presents an algorithm for finding a global minimum of a multimodal, multivariate and nondifferentiable function. The algorithm is a modification to the new version of the Price’s algorithm given in Brachetti et al. [J. Global Optim. 10, 165–184 (1997)]. Its distinguishing features include: (1) The number-theoretic method is applied to generate the initial population so that the points in the initial population are uniformly scattered, and therefore the algorithm could explore uniformly the region of interest at the initial iteration; (2) The simplified quadratic approximation with the three best points is employed to improve the local search ability and the accuracy of the minimum function value, and to reduce greatly the computational overhead of the algorithm. Two sets of experiments are carried out to illustrate the efficiency of the number-theoretic method and the simplified quadratic model separately. The proposed algorithm has also been compared with the original one by solving a wide set of benchmark problems. Numerical results show that the proposed algorithm requires a smaller number of function evaluations and, in many cases, yields a smaller or more accurate minimum function value. The algorithm can also be used to deal with the medium size optimization problems.     

A summability method for the arithmetic Fourier transform

The Arithmetic Fourier Transform (AFT) is an algorithm for the computation of Fourier coefficients, which is suitable for parallel processing and in which there are no multiplications by complex exponentials. This is accomplished by the use of the Möbius function and Möbius inversion. However, the algorithm does require the evaluation of the function at an array of irregularly spaced points. In the case that the function has been sampled at regularly spaced points, interpolation is used at the intermediate points of the array. Generally theAFT is most effective when used to calculate the Fourier cosine coefficients of an even function.In this paper a summability method is used to derive a modification of theAFT algorithm. The proof of the modification is quite independent of theAFT itself and involves a summation by primes. One advantage of the new algorithm is that with a suitable sampling scheme low order Fourier coefficients may be calculated without interpolation.     

An algorithm based on the generalized D-gap function for equilibrium problems

The equilibrium problem (EP) can be reformulated as an unconstrained minimization problem through the generalized D-gap function. In this paper, we propose an algorithm for minimizing the problem and analyze some convergence properties of the proposed algorithm. Under some reasonable conditions, we show that the iteration sequence generated by the algorithm is globally convergent and converges to a solution to the EP and the generalized D-gap function provides a global error bound for the algorithm.     

Linear scaling and the DIRECT algorithm

In this paper, we discuss the performance of the DIRECT global optimization algorithm on problems with linear scaling. We show with computations that the performance of DIRECT can be affected by linear scaling of the objective function. We also provide a theoretical result which shows that DIRECT does not perform well when the absolute value of the objective function is large enough. Then we present DIRECT-a, a modification of DIRECT, to eliminate the sensitivity to linear scaling of the objective function. We prove theoretically that linear scaling of the objective function does not affect the performance of DIRECT-a. Similarly, we prove that some modifications of DIRECT are also unaffected by linear scaling of the objective function, while the original DIRECT algorithm is sensitive to linear scaling. Numerical results in this paper show that DIRECT-a is more robust than the original DIRECT algorithm, which support the theoretical results. Numerical results also show that careful choices of the parameter ε can help DIRECT perform well when the objective function is poorly linearly scaled.     

连续型动态规划的新算法研究

提出了求解一维连续型动态规划问题的自创算法----离散近似迭代法,并结合双收敛方法求解多维连续型动态规划问题. 该算法的基本思路为：在给定其它状态向
量序列的基础上,每次对一个状态变量序列进行离散近似迭代,并找出该状态变量的最优序列,直到所有状态向量序列都检查完.当模型为非凸非凹动态规划时,
证明了该算法的收敛性.当模型为凸动态规划时,证明了该算法的线性收敛性. 最后,以一个具体算例验证了该模型和算法的有效性.     

Lipschitzian optimization without the Lipschitz constant

We present a new algorithm for finding the global minimum of a multivariate function subject to simple bounds. The algorithm is a modification of the standard Lipschitzian approach that eliminates the need to specify a Lipschitz constant. This is done by carrying out simultaneous searches using all possible constants from zero to infinity. On nine standard test functions, the new algorithm converges in fewer function evaluations than most competing methods.The motivation for the new algorithm stems from a different way of looking at the Lipschitz constant. In particular, the Lipschitz constant is viewed as a weighting parameter that indicates how much emphasis to place on global versus local search. In standard Lipschitzian methods, this constant is usually large because it must equal or exceed the maximum rate of change of the objective function. As a result, these methods place a high emphasis on global search and exhibit slow convergence. In contrast, the new algorithm carries out simultaneous searches using all possible constants, and therefore operates at both the global and local level. Once the global part of the algorithm finds the basin of convergence of the optimum, the local part of the algorithm quickly and automatically exploits it. This accounts for the fast convergence of the new algorithm on the test functions.     

On the Smoothing of the Square-Root Exact Penalty Function for Inequality Constrained Optimization

In this paper we propose two methods for smoothing a nonsmooth square-root exact penalty function for inequality constrained optimization. Error estimations are obtained among the optimal objective function values of the smoothed penalty problem, of the nonsmooth penalty problem and of the original optimization problem. We develop an algorithm for solving the optimization problem based on the smoothed penalty function and prove the convergence of the algorithm. The efficiency of the smoothed penalty function is illustrated with some numerical examples, which show that the algorithm seems efficient.