一种求解多目标优化问题的有效算法  

Effective algorithm designed for solving multi-objective optimization problems

作　　者：王娟[1] 曹德欣[1] 

机构地区：[1]中国矿业大学理学院,江苏徐州221008

出　　处：《黑龙江科技学院学报》2010年第4期318-322,共5页Journal of Heilongjiang Institute of Science and Technology

基　　金：国家自然科学基金项目(60775044);中国矿业大学科技基金项目(A200410)

摘　　要：为突破求解多目标优化问题已有方法的局限,研究一种新的全局收敛算法,其中目标函数和约束条件均为一阶连续可微函数。该方法结合理想点法和调节熵原理将带约束多目标优化问题转变成无约束问题,构造函数的区间扩张和无解区域删除原则,建立了区间调节熵算法,并证明其收敛性。数值算例表明,该算法是有效、可靠的。In order to overcome the limitations of existing methods used for solving multi-objective optimization problems, this paper proposes a new global convergent algorithm--Adjustable Entropy In- terval Algorithm for a class of constrained muhi-objeetive optimization problems in which the objective functions and constrained conditions are C1. The paper introduces the practices of changing the con- strained multi-objective optimization problems into unconstrained, combined with the idea point methods and adjustable entropy principle and then developing the Adjustable Entropy Interval Algorithm by con- structing the interval extension of the objection function and region deletion testing rules and proves the convergence of algorithm. Numerical results of many typical test functions show that the algorithm is ef- fective and reliable.

关 键 词：多目标优化 调节熵 区间斜率 删除原则 

分 类 号：O242.29[理学—计算数学] O221.2[理学—数学]