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求解混合整数非线性规划问题的改进差分进化算法
引用本文:吴亮红,王耀南,陈正龙.求解混合整数非线性规划问题的改进差分进化算法[J].小型微型计算机系统,2007,28(4):666-669.
作者姓名:吴亮红  王耀南  陈正龙
作者单位:湖南大学,电气与信息工程学院,湖南,长沙,410082
基金项目:国家自然科学基金;高等学校博士学科点专项科研项目
摘    要:针对混合整数非线性规划问题的特点,在差分进化算法的变异操作中加入取整运算,提出了一种适合于求解各种混合整数非线性规划问题的改进差分进化算法.同时,采用时变交叉概率因子的方法以提高算法的全局搜索能力和收敛速率.用四个典型测试函数进行了实验研究,实验结果表明,改进的差分进化算法用于求解混合整数非线性规划问题时收敛速度快,精度高,鲁棒性强.

关 键 词:混合整数非线性规化  差分进化算法  取整运算  时变交叉概率因子
文章编号:1000-1220(2007)04-0666-04
修稿时间:2006-01-17

Modified Differential Evolution Algorithm for Mixed-integer Nonlinear Programming Problems
WU Liang-hong,WANG Yao-nan,CHEN Zheng-long.Modified Differential Evolution Algorithm for Mixed-integer Nonlinear Programming Problems[J].Mini-micro Systems,2007,28(4):666-669.
Authors:WU Liang-hong  WANG Yao-nan  CHEN Zheng-long
Affiliation:College of Electrical and Information Engineering, Hunan University, Changsha 410082, China
Abstract:Aiming to the characteristics of mixed-integer nonlinear programming (MINP), a rounding operation was added to the mutation operator of differential evolution algorithm, a modified differential evolution (MDE) algorithm fitted to the MINP is proposed. At the same time, the method of time-varying crossover probability factor was adopted to improve the global searching ability and convergence speed of MDE. The experiments researching were done by four classic testing functions. The experiment results show that the MDE has fast convergence speed, high precision and good robustness for solving MINP.
Keywords:mixed-integer nonlinear programming  differential evolution  rounding operation  time-varying crossover probability factor
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