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结合序列线性规划法的混合遗传算法
引用本文:蒋峥,戴连奎,吴铁军.结合序列线性规划法的混合遗传算法[J].信息与控制,2004,33(3):299-302.
作者姓名:蒋峥  戴连奎  吴铁军
作者单位:1. 浙江大学智能系统与决策研究所工业控制技术国家重点实验室,浙江,杭州,310027;武汉科技大学信息学院自动化系,湖北,武汉,430081
2. 浙江大学智能系统与决策研究所工业控制技术国家重点实验室,浙江,杭州,310027
基金项目:国家863计划资助项目(2002AA412010)
摘    要:通过将遗传算法与改进的序列线性规划法相结合,形成混合遗传算法.当迭代点没有发生交叉和变异时,将目标函数和约束条件在迭代点处线性化,为使迭代点邻域仍然满足约束条件,加入软约束项,用线性规划方法进行寻优.该方法具有全局收敛性,不要求迭代点一定为可行点.仿真结果验证了此法的有效性和合理性.

关 键 词:混合遗传算法  序列线性规划  软约束  非线性规划
文章编号:1002-0411(2004)03-0299-04

A Hybrid Genetic Algorithm Integrated with Sequential Linear Programming
JIANG Zheng,DAI Lian-kui,WU Tie-jun.A Hybrid Genetic Algorithm Integrated with Sequential Linear Programming[J].Information and Control,2004,33(3):299-302.
Authors:JIANG Zheng  DAI Lian-kui  WU Tie-jun
Abstract:A new hybrid genetic algorithm is proposed for nonlinear programming problems in this paper, which combines genetic algorithm ( GA) with sequential linear programming method. During the iterative computation process, if crossover or mutation operation don' t happen at the iterative points in the GA, the objective function and constraints at these points will be linearized. In order to satisfy the constraints within the neighborhood of these points, this paper considers adding soft constraints, and the linearized optimization problem can be solved with the linear programming. The new hybrid genetic algorithm is globally convergent; it does not require that the iterative points must be feasible. Simulation results show that the algorithm is effective and reasonable.
Keywords:hybrid genetic algorithm  sequential linear programming  soft constraints  nonlinear programming
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