解灰色非线性规划问题的随机搜索算法  

New stochastic search algorithm for grey nonlinear programming problems

作　　者：周伟平[1] 刘兵兵[1] 

机构地区：[1]安庆师范学院数学与计算科学学院,安徽安庆246133

出　　处：《计算机应用》2013年第10期2819-2821,共3页journal of Computer Applications

基　　金：安徽省高校省级自然科学研究项目(KJ2013Z187;KJ2011B048);教育部青年专项课题(EIA100406);安庆师范学院校级青年科研基金资助项目(KJ201109)

摘　　要：对带约束条件的灰色非线性规划问题进行了探讨,首先将原灰色约束非线性规划问题进行均值白化处理,转化成一个确定型的带约束条件的非线性规划问题,对该确定型的非线性约束规划问题提出一个基于分布估计算法的随机搜索方法,对所提出的求解方法的关键技术作了详细的说明并给出了具体的算法步骤。初步的数值算例表明所提出的方法是可行有效的。In this paper, the grey constrained nonlinear programming problems were investigated. With the help of mean, this paper firstly transformed the original grey optimization problem into a determinate constrained nonlinear programming problem. Then, based on the estimation of distribution algorithm, a stochastic search method was developed to solve the determinate constrained nonlinear programming problem. The key technique of the proposed method was explained in detail and the steps of the proposed method were described concretely. Finally, the elementary numerical examples show the proposed stochastic search method is feasible and effective.

关 键 词：灰色非线性规划 均值白化模型 分布估计算法 (近似)最优解 蒙特卡罗模拟 

分 类 号：O221.2[理学—运筹学与控制论] N945.1[理学—数学]