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本文针对带有盒子约束的非线性规划问题提出一种算法,该算法把解空间分成几个区域,根据每个区域上解的信息定义其选择概率,再根据轮盘赌选择法选择某个区域,在选择的区域上进行CRS(Control Random Search)算法操作。该方法能够缩小搜索空间,从而提高算法的搜索能力及算法的收敛速度,特别是在算法的后期效果更加明显。最后把提出的算法应用到两个典型的函数优化问题中,数值结果表明,算法是可行的、有效的。 相似文献
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研究机器带学习效应, 目标函数为时间表长的两台平行机排序问题, 问题是NP-难的. 首先建立了求解该问题最优解的整数规划模型. 其次, 基于模拟退火算法给出了该问题的近似算法SA, 并证明了该算法依概率1 全局收敛到最优解. 最后, 通过数值模拟对所提出的算法进行了性能分析. 数值模拟结果表明, 近似算法SA可以达到最优值的99%, 准确度高, 算法较有效. 相似文献
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本文在经典的带时间窗的车辆路径问题(VRPTW)的基础上,考虑不同时间段车辆行驶速度不同的情况,研究速度时变的带时间窗车辆路径问题(TDVRPTW),使问题更具实际意义。本文用分段函数表示不同时间段下的车辆行驶速度,并解决了速度时变条件下行驶时间计算的问题。针对模拟退火算法(SA)在求解VRPTW问题时易陷入局部最优解,变邻域搜索算法(VNS)在求解VRPTW问题时收敛速度慢的问题,本文将模拟退火算法以一定概率接受非最优解的思想和变邻域搜索算法系统地改变当前解的邻域结构以拓展搜索范围的思想结合起来,提出了一种改进的算法——变邻域模拟退火算法(SAVN),使算法在退火过程中一陷入局部最优解就改变邻域结构,更换搜索范围,以此提升算法跳出局部最优解的能力,加快收敛速度。通过在仿真实验中将SAVN算法的求解结果与VNS算法、SA算法进行对比,验证了SAVN算法确实能显著提升算法跳出局部最优解的能力。 相似文献
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猫群优化算法(Cat Swarm Optimization,CSO)是建立在猫的行为模式和群体智能基础上的一种新型群体智能优化算法。为提高猫群优化算法的性能,把模拟退火算法应用于猫群优化算法,提出模拟退火猫群优化算法(Simulated Annealing Cat Swarm Optimization,SACSO),通过变异算子调整所要优化的种群。其基本过程为先行产生随机初始种群,接着进行搜索,并设置初始温度,继而应用模拟退火算法获取全局最优替代值,再依据位置和速度公式更新新解,然后在个体较优位置再运用变异运算,进行进一步地搜索。然后分别将猫群优化算法、模拟退火粒子群算法(Simulated Annealing Particle Swarm Optimization,SAPSO)、模拟退火猫群优化算法在11个典型的基准测试函数下进行仿真对比,结果表明模拟退火猫群优化算法不仅增加了全局收敛性,而且在收敛速度和精度方面均优于其它两种算法。 相似文献
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基于遗传算法的同步优化算法 总被引:1,自引:0,他引:1
牛向阳 《应用数学与计算数学学报》2007,21(1):125-128
提出一种基于遗传算法的同步优化算法,该算法吸取了遗传算法和模拟退火算法的各自优点,将二进制编码和实数编码有机地结合起来,既能够快速收敛到全局最优解,又能够在优化神经网络结构的同时,得到较好的权值分布. 相似文献
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产品回收逆向物流网络设计问题的两阶段启发式算法 总被引:1,自引:0,他引:1
针对产品回收逆向物流网络设计问题,设计了一种嵌套了模拟退火算法的两阶段启发式算法。第一阶段确定回收点的选址-分配-存储的联合决策;第二阶段确定回收中心的选址-运输的联合决策,两个阶段相互迭代,从而实现最优解的搜索。通过与遗传算法比较,证明了两阶段启发式算法是一种有效的算法。 相似文献
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首先介绍了遗传算法和模拟退火算法等全局优化算法,并针对遗传算法的早熟现象和容易陷入局部最优的缺点,将模拟退火算法引入到遗传算法中,提出了遗传模拟退火矢量量化码书设计(GSAKVQ)算法.此外,针对基于划分的染色体编码方式的特点,算法提出了新的有效的交叉算子和变异算子.同时,将算法从输入空间映射到特征空间,提出了相应的遗传模拟退火核矢量量化算法,改善了算法在某些数据集上的不足.最后,通过实验表明,GSAKVQ算法,在大部分的数据集上都能取得较好的结果,从而验证了算法在数据聚类问题上的有效性. 相似文献
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In this paper, we present a simulated annealing algorithm for solving multi-objective simulation optimization problems. The algorithm is based on the idea of simulated annealing with constant temperature, and uses a rule for accepting a candidate solution that depends on the individual estimated objective function values. The algorithm is shown to converge almost surely to an optimal solution. It is applied to a multi-objective inventory problem; the numerical results show that the algorithm converges rapidly. 相似文献
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《Optimization》2012,61(4):1057-1080
In this paper, a novel hybrid glowworm swarm optimization (HGSO) algorithm is proposed. The HGSO algorithm embeds predatory behaviour of artificial fish swarm algorithm (AFSA) into glowworm swarm optimization (GSO) algorithm and combines the GSO with differential evolution on the basis of a two-population co-evolution mechanism. In addition, to overcome the premature convergence, the local search strategy based on simulated annealing is applied to make the search of GSO approach the true optimum solution gradually. Finally, several benchmark functions show that HGSO has faster convergence efficiency and higher computational precision, and is more effective for solving constrained multi-modal function optimization problems. 相似文献
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A Hybrid Descent Method for Global Optimization 总被引:6,自引:2,他引:4
In this paper, a hybrid descent method, consisting of a simulated annealing algorithm and a gradient-based method, is proposed. The simulated annealing algorithm is used to locate descent points for previously converged local minima. The combined method has the descent property and the convergence is monotonic. To demonstrate the effectiveness of the proposed hybrid descent method, several multi-dimensional non-convex optimization problems are solved. Numerical examples show that global minimum can be sought via this hybrid descent method. 相似文献
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A derivative-free simulated annealing driven multi-start algorithm for continuous global optimization is presented. We first propose a trial point generation scheme in continuous simulated annealing which eliminates the need for the gradient-based trial point generation. We then suitably embed the multi-start procedure within the simulated annealing algorithm. We modify the derivative-free pattern search method and use it as the local search in the multi-start procedure. We study the convergence properties of the algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with a gradient-based simulated annealing algorithm and three population-based global optimization algorithms show that the new algorithm could offer a reasonable alternative to many currently available global optimization algorithms, specially for problems requiring ‘direct search’ type algorithm. 相似文献
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Solving Location-allocation Problems with Rectilinear Distances by Simulated Annealing 总被引:1,自引:0,他引:1
Chih-Ming Liu Ruey-Li Kao An-Hsiang Wang 《The Journal of the Operational Research Society》1994,45(11):1304-1315
The objective of this study is to use the simulated annealing method to solve minisum location-allocation problems with rectilinear distances. The major advantage of the simulated annealing method is that it is a very general and efficient algorithm for solving combinatorial optimization problems with know objective functions. In this study, a simulated annealing algorithm was developed to solve the location-allocation problems, and its performance was compared with two other popular methods for solving location-allocation problems. The results show that simulated annealing is a good alternative to the two methods, as measured by both the solution quality and the computational time. 相似文献
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Guoliang Xue 《Journal of Global Optimization》1994,4(2):187-208
In this paper, we propose a new kind of simulated annealing algorithm calledtwo-level simulated annealing for solving certain class of hard combinatorial optimization problems. This two-level simulated annealing algorithm is less likely to get stuck at a non-global minimizer than conventional simulated annealing algorithms. We also propose a parallel version of our two-level simulated annealing algorithm and discuss its efficiency. This new technique is then applied to the Molecular Conformation problem in 3 dimensional Euclidean space. Extensive computational results on Thinking Machines CM-5 are presented. With the full Lennard-Jones potential function, we were able to get satisfactory results for problems for cluster sizes as large as 100,000. A peak rate of over 0.8 giga flop per second in 64-bit operations was sustained on a partition with 512 processing elements. To the best of our knowledge, ground states of Lennard-Jones clusters of size as large as these have never been reported before.Also a researcher at the Army High Performance Computing Research Center, University of Minnesota, Minneapolis, MN 55415 相似文献
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An aspiration based simulated annealing algorithm for continuousvariables has been proposed. The new algorithm is similar to the one givenby Dekkers and Aarts (1991) except that a kind of memory is introduced intothe procedure with a self-regulatory mechanism. The algorithm has beenapplied to a set of standard global optimization problems and a number ofmore difficult, complex, practical problems and its performance comparedwith that of the algorithm of Dekkers and Aarts (1991). The new algorithmappears to offer a useful alternative to some of the currently availablestochastic algorithms for global optimization. 相似文献
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A novel staged continuous Tabu search (SCTS) algorithm is proposed for solving global optimization problems of multi-minima functions with multi-variables. The proposed method comprises three stages that are based on the continuous Tabu search (CTS) algorithm with different neighbor-search strategies, with each devoting to one task. The method searches for the global optimum thoroughly and efficiently over the space of solutions compared to a single process of CTS. The effectiveness of the proposed SCTS algorithm is evaluated using a set of benchmark multimodal functions whose global and local minima are known. The numerical test results obtained indicate that the proposed method is more efficient than an improved genetic algorithm published previously. The method is also applied to the optimization of fiber grating design for optical communication systems. Compared with two other well-known algorithms, namely, genetic algorithm (GA) and simulated annealing (SA), the proposed method performs better in the optimization of the fiber grating design. 相似文献