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41.
本对于全局优化问题提出一个改进的进化规划算法,该算法以概率p接收基于电磁理论求出合力方向作为随机搜索方向,以概率1-p接收按正态分布产生的随机搜索方向。改进算法不仅克服了传统进化规划算法随机搜索的盲目性,而且保留了传统进化规划算法全局搜索性。本算法应用于几个典型例题,数值结果表明本算法是可行的,有效的。 相似文献
42.
The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study 总被引:1,自引:0,他引:1
Bram Verweij Shabbir Ahmed Anton J. Kleywegt George Nemhauser Alexander Shapiro 《Computational Optimization and Applications》2003,24(2-3):289-333
The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 21694 scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time. 相似文献
43.
达草灭对莱茵衣藻(Chlamydomonas reinhardtii) 品系遗传后效应的研究 总被引:1,自引:0,他引:1
通过将莱菌衣藻(Chlamydomonas reinhardtii)6种达草灭抗性突变株分别与野生型株、丧失合成叶绿素b能力的cbnI-43等基因突变株和精氨酸依赖型突变株杂交对其后代进行四分析与随机分析,发现在Nfr-4-Nfr-7突变株中达草灭抗性状只有单一核基因遗传的性质,而在Nfr-1、Nfr-3~Nfr-7抗性株的抗性性状都是由同一个nfr-1基因(norflurazon resisanse)的突变所决定的,而Nfr-4抗性株的抗性性状是由另一滚突变等位基因nfr-2所决定的。在Nfr-1和Nfr-3抗性株中除了nfr-1基因的突变还有nfr-3基因突变的参与。 相似文献
44.
A new approach to the robust handling of non‐linear constraints for GAs (genetic algorithms) optimization is proposed. A specific feature of the approach consists of the change in the conventional search strategy by employing search paths which pass through both feasible and infeasible points (contrary to the traditional approach where only feasible points may be included in a path). The method (driven by full Navier–Stokes computations) was applied to the problem of multiobjective optimization of aerodynamic shapes subject to various geometrical and aerodynamic constraints. The results demonstrated that the method retains high robustness of conventional GAs while keeping CFD computational volume to an acceptable level, which allowed the algorithm to be used in a demanding engineering environment. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
45.
G. Z. Ruan S. Y. Wang Y. Yamamoto S. S. Zhu 《Journal of Optimization Theory and Applications》2004,123(2):409-429
In this paper, a model of a linear multilevel programming problem with dominated objective functions (LMPPD(l)) is proposed, where multiple reactions of the lower levels do not lead to any uncertainty in the upper-level decision making. Under the assumption that the constrained set is nonempty and bounded, a necessary optimality condition is obtained. Two types of geometric properties of the solution sets are studied. It is demonstrated that the feasible set of LMPPD(l) is neither necessarily composed of faces of the constrained set nor necessarily connected. These properties are different from the existing theoretical results for linear multilevel programming problems. 相似文献
46.
A server needs to compute a broadcast schedule for n pages whose request times are known in advance. Outputting a page satisfies all outstanding requests for the page. The goal is to minimize the average waiting time of a client. In this paper, we show the equivalence of two apparently different relaxations that have been considered for this problem. 相似文献
47.
Robust linear optimization under general norms 总被引:1,自引:0,他引:1
We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients. 相似文献
48.
The control of piecewise-deterministic processes is studied where only local boundedness of the data is assumed. Moreover the discount rate may be zero. The value function is shown to be solution to the Bellman equation in a weak sense; however the solution concept is strong enough to generate optimal policies. Continuity and compactness conditions are given for the existence of nonrelaxed optimal feedback controls. 相似文献
49.
In this paper, we study the stability conditions of the MMAP[K]/G[K]/1/LCFS preemptive repeat queue. We introduce an embedded Markov chain of matrix M/G/1 type with a tree structure and identify conditions for the Markov chain to be ergodic. First, we present three conventional methods for the stability problem of the queueing system of interest. These methods are either computationally demanding or do not provide accurate information for system stability. Then we introduce a novel approach that develops two linear programs whose solutions provide sufficient conditions for stability or instability of the queueing system. The new approach is numerically efficient. The advantages and disadvantages of the methods introduced in this paper are analyzed both theoretically and numerically. 相似文献
50.
基于改进遗传算法的布局优化子问题 总被引:2,自引:0,他引:2
本针对子问题,构造了布局子问题(关于同构布局等价类)的改进遗传算法。将该算法应用于二维布局优化子问题,数值实验表明该算法能够在很好地保持图元的邻接关系的前提下找到子问题的最优解。由于布局优化问题可分解为有限个子问题,所以利用该算法可以找到整个布局优化问题的全局最优解。 相似文献