| 随机规划ICC(β)模型的混合智能算法 |
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| 引用本文： | 戎晓霞,刘家壮. 随机规划ICC(β)模型的混合智能算法[J]. 计算机工程与应用, 2005, 41(11): 12-14 |
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| 作者姓名： | 戎晓霞 刘家壮 |
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| 作者单位： | 山东大学数学与系统科学学院,济南,250100;山东大学数学与系统科学学院,济南,250100 |
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| 基金项目： | 国家科技攻关计划(编号:2002BA404A11) |
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| 摘 要： | 讨论了当随机规划的随机变量服从离散分布时,合成机会约束模型(ICC(β))中约束集合的结构;利用适合全局搜索的遗传算法以及局部搜索能力很强的爬山算法,结合逐次增加约束方法,给出了计算该模型的混合智能算法;实例验证了该算法的有效性。该算法也可作为含连续随机变量的(ICC(β))的逼近算法。
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| 关 键 词： | 随机规划 合成机会约束 遗传算法 爬山算法 |
| 文章编号： | 1002-8331-(2005)11-0012-03 |
On Integrated Chance Constraints Model of Stochastic Program |
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| Rong Xiaoxia,Liu Jiazhuang. On Integrated Chance Constraints Model of Stochastic Program[J]. Computer Engineering and Applications, 2005, 41(11): 12-14 |
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| Authors: | Rong Xiaoxia Liu Jiazhuang |
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| Abstract: | In this paper,the property of feasible solution set in ICC(β)is discussed assuming that the random variables of(SP)are discrete;Based on an integrated genetic algorithm with hill climbing and the method of adding constraints,a hybrid algorithm is given.Experiments show that this algorithm is efficient compared with that of 3,and it can also be an approach algorithm for ICC(β)with continuous random variable. |
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| Keywords: | stochastic program Integrated Chance Constraints genetic algorithm hill climbing |
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