可行解优先蚁群算法对车辆路径问题的求解

针对车辆路径问题,给出了一种利用蚁群算法求解该问题的新方法。借鉴K-TSP问题的求解方法,优先构造可行解,通过对较优解路径上信息素的增强,最终得到问题的最优解或较优解。实验结果表明,用本方法求解车辆路径问题,简化了求解过程,缩短了求解时间,解决了无可行解的问题。     

上下层具有合作关系的两层决策问题研究

针对两层线性规划问题解的无效性,在决策者合作情形下,利用双准则线性规划的有关技术,提出事先不需求解问题而是采用次最优解作为参考点,直接在目标集中有效满意解的方法。数值计算结果表明该方法有效可行的。     

一种求解约束优化问题的遗传算法

提出一种求解约束优化问题的遗传算法。通过可行解与不可行解算术交叉的方法对问题的决策空间进行搜索,对可行种群和不可行种群分别按照适应度和约束违反度进行选择。传统变异操作使得解往往偏离了约束区域,因此引入对可行解的边界变异和对不可行解的非均匀变异,并通过维变异方法保持种群的多样性。数值实验结果说明该算法的有效性。     

求解多背包问题的混合遗传算法

针对多背包问题最优解的求解,设计了一种新的价值密度;在此基础上结合传统的贪心算法,提出了一种求解多背包问题的混合遗传算法。该算法采用整数编码,并采用轮盘赌选择方法,对背包资源利用不足的可行解进行修正处理,对不可行解进行修复处理。并在大量的数值实验的基础上,将该方法与传统方法及简单遗传算法进行比较,实验结果表明,该混合遗传算法提高了问题求解的速度和精度,有一定的优越性。     

求解线性规划的单纯形法的直接方法

通过对单纯形求解法的实质的分析和认识,提出了基于矩阵初等变换初始可行基的获得方法,进而得到基于单纯形法的求解线性规划模型的直接方法,省略了以往为选择解法而进行的分析判断,使单纯形法的运用简便明了。     

高效求解整数线性规划问题的分支算法

为了提高求解一般整数线性规划问题的效率,提出了一种基于目标函数超平面移动的分支算法。对于给定的目标函数整数值,首先利用线性规划松弛问题的最优单纯形表确定变量的上、下界,然后将变量的上、下界条件加入约束条件中对相应的目标函数超平面进行切割,最后应用分支定界算法中的分支方法来搜寻目标函数超平面上的可行解。通过对一些经典的数值例子的求解计算并与经典的分支定界算法进行比较,结果表明,该算法减少了分支数和单纯形迭代数,具有较大的实用价值。     

求成对线性规划问题的组合最优解的快速算法

本文研究求成对线性规划问题的组合最优解的算法，巧妙地将问题的求解转化成了求西凸多面体间的距离，并给出了求两凸多面体间距离的快速算法，以该算法为核心，一系列的成对线性规划问题的组合最优解的均能在Ｏ时间内求得。     

多目标决策的激励策略可行解

针对多目标决策问题,提出一种新的基于一般变权原理的求解方法.利用一般变权原理提出激励策略可行解,证明其为多目标决策的均衡有效解,并给出求激励策略可行解的步骤.通过实际算例表明,所提出算法正确有效,且相对于线性加权和法、平方加权和法而言,具有较好的均衡性.     

一种基于新约束处理方法的遗传算法

针对目前的约束处理方法中存在的问题,提出一种新的约束处理方法。该方法通过可行解和不可行解混合交叉的方法对问题的解空间进行搜索,对可行种群和不可行种群分别进行选择操作。避免了惩罚策略中选取惩罚因子的困难,使得约束处理问题简单化。实例测试结果表明,该约束处理方法的有效性。     

求解非线性规划问题的改进直觉模糊遗传算法

提出一种改进的直觉模糊遗传算法用于求解带有多维约束的非线性规划问题。以遗传算法在迭代寻优中的个体适应度大小构造相应可行解的隶属度和非隶属度函数,将非线性规划问题直觉模糊化转化为直觉模糊非线性规划问题,通过建立直觉模糊推理系统,自适应地调节遗传算法的交叉率和变异率;并采用一种改进的选择策略,将个体按适应度值大小排序、等量分组,对适应度低的个体组随机选择复制,保留不可行解中可能隐含的有利寻优信息,增强种群个体的多样性和竞争性。仿真实验结果表明,该算法求解非线性规划问题时是可行和有效的。     

Fair solutions for some multiagent optimization problems

We consider optimization problems in a multiagent setting where a solution is evaluated with a vector. Each coordinate of this vector represents an agent’s utility for the solution. Due to the possible conflicts, it is unlikely that one feasible solution is optimal for all agents. Then, a natural aim is to find solutions that maximize the satisfaction of the least satisfied agent, where the satisfaction of an agent is defined as his relative utility, i.e., the ratio between his utility for the given solution and his maximum possible utility. This criterion captures a classical notion of fairness since it focuses on the agent with lowest relative utility. We study worst-case bounds on this ratio: for which ratio a feasible solution is guaranteed to exist, i.e., to what extend can we find a solution that satisfies all agents? How can we build these solutions in polynomial time? For several optimization problems, we give polynomial-time deterministic algorithms which (almost always) achieve the best possible ratio.     

基于多项式光滑的支持向量回归机

把支持向量回归机中的原始凸二次规划问题转化为光滑的无约束问题．构建了无约束支持向量回归机．使得许多成熟有效的无约束最优化算法能够应用到支持向量回归机中去。提出了一种光滑支持向量回归算法．实验结果表明．它相对于其它回归训练方法有较快的收敛速度和较高的拟合精度．     

基于多项式光滑的支持向量回归机

把支持向量回归机中的原始凸二次规划问题转化为光滑的无约束问题,构建了无约束支持向量回归机,使得许多成熟有效的无约束最优化算法能够应用到支持向量回归机中去。提出了一种光滑支持向量回归算法,实验结果表明,它相对于其它回归训练方法有较快的收敛速度和较高的拟合精度。     

Scheduling algorithm based on evolutionary computing in identical parallel machine production line

Evolutionary programming is a kind of evolutionary computing method based on stochastic search suitable for solving system optimization. In this paper, evolutionary programming method is applied to the identical parallel machine production line scheduling problem of minimizing the number of tardy jobs, which is a very important optimization problem in the field of research on CIMS and industrial engineering, and researches on problem formulation, expression of feasible solution, methods for the generation of the initial population, the mutation and improvement on the local search ability of evolutionary programming. Computational results of different scales of problems show that the evolutionary programming algorithm proposed in this paper is efficient, and that it is fit for solving large-scale identical parallel machine production line scheduling problems, and that the quality of its solution has advantage over so far the best heuristic procedure.     

On complexity of optimal recombination for binary representations of solutions

We consider the optimization problem of finding the best possible offspring as a result of a recombination operator in an evolutionary algorithm, given two parent solutions. The optimal recombination is studied in the case where a vector of binary variables is used as a solution encoding. By means of efficient reductions of the optimal recombination problems (ORPs) we show the polynomial solvability of the ORPs for the maximum weight set packing problem, the minimum weight set partition problem, and for linear Boolean programming problems with at most two variables per inequality, and some other problems. We also identify several NP-hard cases of optimal recombination: the Boolean linear programming problems with three variables per inequality, the knapsack, the set covering, the p-median, and some other problems.     

求解二层规划的混合微粒群算法

对于二层规划问题有许多经典的求解方法,如极点搜索法、分支定界法和罚函数法等。文中给出了基于微粒群算法的二层规划的一种新的求解方法。提出了分别先用单纯形法和内部映射牛顿法的子空间置信域法求解下层规划,然后用微粒群算法求解上层规划的求解方法,这两种混合微粒群算法分别用于求解线性二层规划和非线性二层规划。并结合实例的对比分析,说明了这两种混合微粒群算法求解二层规划的可行性和有效性。     

Coevolutionary augmented Lagrangian methods for constrainedoptimization

This paper introduces a coevolutionary method developed for solving constrained optimization problems. This algorithm is based on the evolution of two populations with opposite objectives to solve saddle-point problems. The augmented Lagrangian approach is taken to transform a constrained optimization problem to a zero-sum game with the saddle point solution. The populations of the parameter vector and the multiplier vector approximate the zero-sum game by a static matrix game, in which the fitness of individuals is determined according to the security strategy of each population group. Selection, recombination, and mutation are done by using the evolutionary mechanism of conventional evolutionary algorithms such as evolution strategies, evolutionary programming, and genetic algorithms. Four benchmark problems are solved to demonstrate that the proposed coevolutionary method provides consistent solutions with better numerical accuracy than other evolutionary methods     

A feasible direction algorithm for general nonlinear semidefinite programming

This paper deals with nonlinear smooth optimization problems with equality and inequality constraints, as well as semidefinite constraints on nonlinear symmetric matrix-valued functions. A new semidefinite programming algorithm that takes advantage of the structure of the matrix constraints is presented. This one is relevant in applications where the matrices have a favorable structure, as in the case when finite element models are employed. FDIPA_GSDP is then obtained by integration of this new method with the well known Feasible Direction Interior Point Algorithm for nonlinear smooth optimization, FDIPA. FDIPA_GSDP makes iterations in the primal and dual variables to solve the first order optimality conditions. Given an initial feasible point with respect to the inequality constraints, FDIPA_GSDP generates a feasible descent sequence, converging to a local solution of the problem. At each iteration a feasible descent direction is computed by merely solving two linear systems with the same matrix. A line search along this direction looks for a new feasible point with a lower objective. Global convergence to stationary points is proved. Some structural optimization test problems were solved very efficiently, without need of parameters tuning.     

一类参数线性系统辨识的最优输入设计

对未知参数进行估计时,得到的结果与激励系统所选用的输入信号有较大的关系.针对一类参数可线性化系统,本文提出了一种利用多维同步正交信号和直接配点法设计最优输入信号的方法.首先根据最小二乘原理,利用法矩阵构造Mayer型性能指标函数.然后利用不同频率的正弦基函数构造相互正交的多维输入,通过添加幅值与相位的等式约束,使得输入信号在初/末时刻取值均为零.之后采用直接配点法离散状态变量,将动态的最优输入问题转化为静态的非线性规划问题.最后采用从可行解到优化解的串行优化策略进行求解,不仅提高了寻优效率,还确保了优化结果为原问题的可行解.仿真结果表明,与工程上常用的输入信号相比,本文方法获取的最优输入信号可以提高参数估计精度并加快收敛速率.     

QPSO算法在训练支持向量机中的应用

训练支持向量机的本质问题就是求解二次规划问题，但对大规模的训练样本来说，求解二次规划问题困难很大。遗传算法和粒子群算法等智能搜索技术可以在较少的时间开销内给出问题的近似解。量子粒子群优化（QPSO）算法是在经典的微粒群算法的基础上所提出的一种有较高收敛性和稳定性的进化算法。将操作简单而收敛快速的QPSO算法运用于训练支持向量机，优化求解二次规划问题，为解决大规模的二次规划问题开辟了一条新的途径。