求解互补问题的极大熵微粒群混合算法  

Solving complementarity problem based on maximum-entropy particle swarm optimization hybrid algorithm

作　　者：雍龙泉[1] 

机构地区：[1]陕西理工学院数学系,陕西汉中723001

出　　处：《海军工程大学学报》2010年第3期16-20,共5页Journal of Naval University of Engineering

基　　金：国家自然科学基金资助项目(70472072);陕西省教育厅自然科学研究项目(09JK381)

摘　　要：首先,利用NCP函数,将互补问题转化为一个非光滑方程组问题,然后用凝聚函数对其进行光滑化,进而把互补问题的求解转化为无约束优化问题,最后利用微粒群算法对其进行求解。利用3个测试算例对其进行测试并与其他算法进行比较,计算结果表明:该算法在求解的准确性和有效性方面均优于其他算法。First,the complementarity problem was reformulated as a system of nonsmooth equations via an NCP-function,and a smoothing approximation to the nonsmooth equations was given by the aggregate function.Furthermore,the complementarity problem could be transformed into unconstrained optimization.Then this problem could be solved by using the particles swarm optimization.The results of three examples show that the method is more effective and accurate as compared with other me-thods.

关 键 词：微粒群算法 极大熵方法 互补问题 NCP函数 

分 类 号：O224[理学—运筹学与控制论] TP18[理学—数学]