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基于随机模拟与PSO算法相结合的随机机会约束规划算法
引用本文:肖宁,曾建潮.基于随机模拟与PSO算法相结合的随机机会约束规划算法[J].计算机应用与软件,2009,26(4).
作者姓名:肖宁  曾建潮
作者单位:太原科技大学系统仿真与计算机应用研究所,山西,太原,030024
摘    要:随机机会约束规划作为一类重要的随机规划,广泛存在于许多领域中.为了寻找更有效的求解随机机会约束规划的算法,通过采用随机模拟来逼近随机函数,并在微粒群算法PSO(Particle Swarm Optimization)中利用随机模拟实现估计适应值和检验解的可行性,从而给出了求解随机机会约束规划的新算法,最后,测试其性能并与遗传算法进行了比较,实例结果表明该算法的正确性和有效性.

关 键 词:随机规划  随机机会约束规划  微粒群算法  随机模拟

ALGORITHM OF STOCHASTIC CHANCE-CONSTRAINED PROGRAMMING BASED ON COMBINATION OF RANDOM SIMULATION AND PSO ALGORITHM
Xiao Ning,Zeng Jianchao.ALGORITHM OF STOCHASTIC CHANCE-CONSTRAINED PROGRAMMING BASED ON COMBINATION OF RANDOM SIMULATION AND PSO ALGORITHM[J].Computer Applications and Software,2009,26(4).
Authors:Xiao Ning  Zeng Jianchao
Affiliation:Division of System Simulation and Computer Application;Taiyuan University of Science and Technology;Taiyuan 030024;Shanxi;China
Abstract:Stochastic chance-constrained programming widely exits in different fields as a certain kind of important stochastic programming.In order to find an algorithm which can more effectively solve this programming problem,random simulation is adopted to approximate the stochastic function,and random simulation is used to realise estimating the fitness value in particle swarm optimization and for the purpose of checking the feasibility of the solution,thereby a new algorithm for stochastic chance-constrained prog...
Keywords:Stochastic programming Stochastic chance-constrained programming PSO algorithm Random simulation  
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