求解互补问题的极大熵社会认知算法

针对传统算法无法获得互补问题的多个最优解的困难,提出了求解互补问题的社会认知优化算法.通过利用NCP函数,将互补问题的求解转化为一个非光滑方程组问题,然后用凝聚函数对其进行光滑化,进而把互补问题的求解转化为无约束优化问题,利用社会认知算法对其进行求解.该算法是基于社会认知理论,通过一系列的学习代理来模拟人类的社会性以及智能性从而完成对目标的优化.该算法对目标函数的解析性质没有要求且容易实现,数值实验结果表明了该方法是有效的.

Solving complementarity problem based on maximum-entropy social cognitive optimization algorithm

Aiming at the difficulty of fact that classical algorithms unable to obtain many solutions to complementarity problem,a new method,referred to as social cognitive optimization algorithm,is presented.First,complementarity problem is reformulated as a system of nonsmooth equations via an NCP-function,a smoothing approximation to the nonsmooth equations is given by the aggregate function,furthermore,complementarity problem can be transformed into unconstrained optimization,then using the social cognitive optim...