用混沌搜索求解非线性约束优化问题  

Chaos Search Method for Nonlinear Constrained Optimization

作　　者：骆晨钟[1] 邵惠鹤[1] 

机构地区：[1]上海交通大学自动化系,上海200030

出　　处：《系统工程理论与实践》2000年第8期54-57,90,共5页Systems Engineering-Theory & Practice

摘　　要：提出了一种用混沌搜索求解非线性约束优化的新方法 .利用罚函数思想将约束问题无约束化 ,再利用混沌的内在随机性与遍历性进行求解 .算例仿真结果表明 ,算法简单实用 ,性能良好 ,是解决非线性约束优化问题的有效途径 .A new method based on chaos search for nonlinear constrained optimization is developed. The optimization problem is first unconstrained by virtue of non\|differentiable exact penalty function, and is further solved making use of the ergodicity and intrinsic randomness of chaos. Simulation instances show that the new method is simple and effective. Chaos search is a new way to solve practical nonlinear constrained optimization problems.

关 键 词：混沌 精确罚函数 非线性约束优化问题 

分 类 号：O224[理学—运筹学与控制论]