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1.
1 Introduction Considerthefollowingglobaloptimizationproblem :minx∈Lf(x) ,wherefisareal valuedcontinuousfunctionoverL ,L RdisoftheformL =Πdi=1[ai,bi],withai,bi∈R ,ai<bi.Denote f =minx∈Lf(x) =f(x )anddefineSε=[f ,f ε]asastoppingcriterioninthefollowingalgorithms,whereεisa…  相似文献   

2.
服从几何分布的多个独立离散型随机变量其最小值和最大值是一个含有多参数的离散型随机变量.本文证明了其最小值随机变量仍服从几何分布,并给出了最大值随机变量的概率函数、数学期望和方差.  相似文献   

3.
The K-means algorithm is one of the most popular techniques in clustering. Nevertheless, the performance of the K- means algorithm depends highly on initial cluster centers and converges to local minima. This paper proposes a hybrid evolutionary programming based clustering algorithm, called PSO-SA, by combining particle swarm optimization (PSO) and simulated annealing (SA). The basic idea is to search around the global solution by SA and to increase the information exchange among particles using a mutation operator to escape local optima. Three datasets, Iris, Wisconsin Breast Cancer, and Ripley's Glass, have been considered to show the effectiveness of the proposed clustering algorithm in providing optimal clusters. The simulation results show that the PSO-SA clustering algorithm not only has a better response but also converges more quickly than the K-means, PSO, and SA algorithms.  相似文献   

4.
布谷鸟算法是基于启发式搜索的智能仿生算法。传统的布谷鸟算法收敛速度较慢,容易陷入局部最优解。针对该算法特点,对算法原理进行了分析,并就算法中步长和发现概率两个控制因素进行改进,使其根据迭代次数动态变化,提出了具有自适应调整特点的搜索算法,改变了步长和发现概率相应的更新方式,避免了传统布谷鸟算法容易陷入局部最优的缺陷,以增强算法搜索性能。实验对比表明,自适应调整的布谷鸟算法具有更好的寻优性能。  相似文献   

5.
传统数学规划方法如梯度法等在解决非线性规划问题时,往往会由于问题本身的多峰性而落入局部最优解中,得不到全局最优解,这使得传统方法在解决非线性规划问题中受到很大的限制.80年代初,S.Kirkpatrick提出了模拟退火算法(Simutaneous Annealing),该方法在解决复杂的组合优化问题中可以得出很好的结果.它是一种仿金属退火物理过程的随机算法,在理想状态下可得出全局最优解,并能以一定的概率跳出局部最优解所在的区域.本文我们将探讨SA法在求解非线性约束优化问题中的应用.  相似文献   

6.
基于进化策略的函数优化问题研究   总被引:1,自引:0,他引:1  
针对进化策略算法在解决具体问题是熟练速度较慢这一问题的原因进行分析,提出自适应变异步长的方法,以在全局和局部范围内进行搜索.变异步长的值依赖于目标变量与全局最优解之间的距离.步长随距离自适应变化,可避免局部熟练和早熟.通过对经典dejong函数和Shubert函数的仿真试验,验证了文中算法的有效性.仿真结果表明,该算法收敛速度快,搜索精度高,且具有良好的全局搜索能力.  相似文献   

7.
求两点沿自由曲面最短路径的关键是正确选择两点间沿曲面的路径.粒子群优化算法(PSO)是一种全局性的概率搜索算法,它在整个问题空间实施搜索,可以得到问题的全局最优解.将粒子群优化算法的思想引入到路径寻优中,采用圆弧逼近法进行初始逼近,提出了解决自由曲面最短路径的随机搜索算法.最后给出了数值实例,结果表明该算法具有容易实现、运算量小等特点.  相似文献   

8.
For a repairable redundant system consisting of two same components with exponential lifetime and general repair time distribution,the probability densities of the system in some state at time t were determined by a group of ordinary and partial differential equations,called density evolution equations.It was proved that the time-dependent solution of the density evolution equations uniquely exists and strongly converges to its steady state density solution by a semi-group method.In this proof,it is not necessary to suppose that the repair rate function is bounded.The technique of the proof is valuable for many density evolution equatons.  相似文献   

9.
针对电动汽车无序充放电影响传统微电网稳定性及经济性问题,建立一种根据电动汽车随机负荷种类分时段调度模型,使用蒙特卡洛方法模拟电动汽车的充放电功率。同时,对传统微电网优化收敛速度慢、精度低等问题,提出一种改进自适应遗传优化算法(SAGA)。最优保存策略结合自适应调整交叉变异概率,解决遗传算法多样性问题,从而改善收敛速度与精度。通过建模及仿真计算,证明该方法在含电动汽车的风光柴储微电网优化中,能较快收敛到最优解,提高了微电网稳定性和经济性,具有良好的工程实用性。  相似文献   

10.
{Xni}是行独立的B值随机元阵列,在适当的条件下,证明了1/n^1/p∑^ni=1XniL收敛于零,完全收敛于零,几乎处处收敛于零,依概率收敛于零是等阶的。  相似文献   

11.
In the paper, a new selection probability inspired by artificial bee colony algorithm is introduced into standard particle swarm optimization by improving the global extremum updating condition to enhance the capability of its overall situation search. The experiment result shows that the new scheme is more valuable and effective than other schemes in the convergence of codebook design and the performance of codebook, and it can avoid the premature phenomenon of the particles.  相似文献   

12.
本文介绍了博弈的形式描述系统,混合博弈实质上是基于纯博弈系统框架下在策略集上引入概率分布。局中人之间的不合作性表现分布之间的独立性。给出了囚犯二难概型博弈系统与其纯博弈系统纳什平衡之间的联系,并对概率纳什平衡的计算进行了讨论。  相似文献   

13.
INTRODUCTION Most nonlinear optimization methods assumethat objective function variables are continuous.However, many practical engineering designproblems frequently encounter discrete variables aswell as continuous variables. Discrete variables areused in many ways such as the representation of theset of standard sized components, the decision onthe number of identical parts or the choice betweendifferent design options. For example, the numberof the teeth of a gear must be chosen …  相似文献   

14.
考虑一类索赔依交错更新过程来到的风险过程,其索赔时间间隔是服从参数为λ1的指数分布和参数为λ2的指数分布交错持续的随机序列,索赔额是非负独立指数分布的随机变量序列。本文给出这类风险过程的破产概率的递推计算公式,从而解决了最终破产概率的近似求法。  相似文献   

15.
过程系统综合问题通常是非线性和多峰的 ,求解该类问题的确定性方法通常会陷入局部极值陷井 ,随机方法则只能以一定概率得到全局最优解 .基于此 ,提出一种并行序贯寻优 (SNTO)方法 .该方法中 ,可行点均匀散布在可行域内 ,并行搜索模式为小样本条件下获得全局近最优解提供了可能 .对测试函数的有效求解验证了该方法的有效性 .  相似文献   

16.
This paper presents a threshold-free maximum a posteriori (MAP) super resolution (SR) algorithm to reconstruct high resolution (HR) images with sharp edges. The joint distribution of directional edge images is modeled as a multidimensional Lorentzian (MDL) function and regarded as a new image prior. This model makes full use of gradient information to restrict the solution space and yields an edge-preserving SR algorithm. The Lorentzian parameters in the cost function are replaced with a tunable variable, and graduated nonconvexity (GNC) optimization is used to guarantee that the proposed multidimensional Lor- entzian SR (MDLSR) algorithm converges to the global minimum. Simulation results show the effectiveness of the MDLSR algorithm as well as its superiority over conventional SR methods.  相似文献   

17.
为了提高粒子群算法的收敛速度和全局收敛性,本文在标准粒子群算法的基础上作了改进,提出了一种带模拟退火步长的粒子群算法.通过典型函数的测试结果表明新算法比原来算法收敛到最优解的次数多,提出的新算法在全局搜索能力和收敛速度方面有所提高.  相似文献   

18.
提出了一种新的线搜索并在此基础上给出了一类共轭梯度法的全局收敛性定理.  相似文献   

19.
INTRODUCTION The vehicle routing problem (VRP), which was first introduced by Dantzig and Ramser (1959), is a well-known combinatorial optimization problem in the field of service operations management and logis- tics. The capacitated vehicle routing problem (CVRP) is an NP-hard problem for simultaneously determining the routes for several vehicles from a central depot to a set of customers, and then return to the depot without exceeding the capacity constraints of each vehicle. In pr…  相似文献   

20.
It is shown that in general the popular coefficient alpha estimator for reliability of multi-component measuring instruments converges almost surely to a quantity that is not equal to the population reliability coefficient. This convergence with probability 1 is a stronger statement than convergence in probability (consistency) and convergence in distribution for the alpha estimator, which have been studied in the past. In the special case of congeneric measures with uncorrelated errors and equal loadings on the common true score, the alpha estimator converges almost surely to the population reliability coefficient that equals population alpha, which implies also its consistency as a reliability estimator. When the loadings are unequal but sufficiently high and similar, the alpha estimator converges almost surely to population alpha that is essentially indistinguishable from the population reliability coefficient, which implies alpha’s approximate consistency then. For the general case, the results entail that the alpha estimator is not a consistent estimator of reliability. The findings add to the critical literature on coefficient alpha in the general case, as well as to the justification of its use as a dependable measuring instrument reliability estimator in special cases and settings resulting under appropriate restrictive conditions, and are illustrated using a numerical example.  相似文献   

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