| 用蒙特卡罗法模拟产生测试问题 |
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| 引用本文： | 黄心渊,万耀青.用蒙特卡罗法模拟产生测试问题[J].北京理工大学学报(英文版),1992,1(2):158-165. |
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| 作者姓名： | 黄心渊 万耀青 |
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| 作者单位： | 北京理工大学车辆工程学院，北京理工大学车辆工程学院 |
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| 摘 要： | 提出了一种根据用户给定特性,用蒙特卡罗法,由计算机自动产生优化测试问题的方法.该方法十分灵活,可由用户给定最优点处的函数值、梯度、海赛阵、退化程度和病态程度,其它数值特性,如不定和凸等也可由用户来控制,依据这个方法,建立了优化测试问题产生器(OTPG),最后给出了一个用 OTPG 产生的测试问题的实例.
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| 关 键 词： | 最优化算法 蒙特卡罗法 凸 优值 病态矩阵 |
Application of the Monte Carlo Method in Simulative Generation Test Problems Simulative Generation Test Problems |
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| Huang Xinyuan and Wan Yaoqing.Application of the Monte Carlo Method in Simulative Generation Test Problems Simulative Generation Test Problems[J].Journal of Beijing Institute of Technology,1992,1(2):158-165. |
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| Authors: | Huang Xinyuan and Wan Yaoqing |
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| Affiliation: | College of Vehicular Engineering,Beijing Institute of Technolog,Beijing,100081;College of Vehicular Engineering,Beijing Institute of Technolog,Beijing,100081 |
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| Abstract: | An approach for generating test problems by a computer using the Monte Carlo method based upon user-given characterizations is described.A single point X~* is prespocified by the user to be a solution of the test problems.The approach is flex- ible enough to specify function values,gradients,Hesse,degeneracy degree and ill- conditioned degree at the point X~*.Other numerical features such as indefiniteness, convexity are also under user's control. |
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| Keywords: | Optimization algorithms Monte Carlo method convex optimum value ill-conditioned matrices |
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