| Simultaneous Perturbation Stochastic Approximation Algorithm Combined with Neural Network and Fuzzy Simulation |
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| 作者姓名： | 宁玉富 唐万生 郭长友 |
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| 作者单位： | [1]Institute of Systems Engineering, Tianjin University, Tianjin 300072, China [2]Department of Computer Science, Dezhou University, Dezhou 253023, China |
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| 基金项目： | Supported by National Natural Science Foundation of China （No.70471049） and China Postdoctoral Science Foundation （No. 20060400704）. NING Yufu, born in 1967, male, Dr, associate Prof. |
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| 摘 要： |
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| 关 键 词： | 模糊变量 模糊程序 模糊算法 神经网络 近似理论 |
| 收稿时间： | 2007-11-05 |
| 修稿时间： | 5 November 2007 |
Simultaneous perturbation stochastic approximation algorithm combined with neural network and fuzzy simulation |
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| Yufu Ning, Wansheng Tang and Changyou Guo.Simultaneous Perturbation Stochastic Approximation Algorithm Combined with Neural Network and Fuzzy Simulation[J].Transactions of Tianjin University,2008,14(1):43-49. |
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| Authors: | Yufu Ning Wansheng Tang and Changyou Guo |
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| Institution: | (1) Institute of Systems Engineering, Tianjin University, Tianjin, 300072, China;(2) Department of Computer Science, Dezhou University, Dezhou, 253023, China |
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| Abstract: | In order to solve three kinds of fuzzy programm model, fuzzy chance-constrained programming mode ng models, i.e. fuzzy expected value and fuzzy dependent-chance programming model, a simultaneous perturbation stochastic approximation algorithm is proposed by integrating neural network with fuzzy simulation. At first, fuzzy simulation is used to generate a set of input-output data. Then a neural network is trained according to the set. Finally, the trained neural network is embedded in simultaneous perturbation stochastic approximation algorithm. Simultaneous perturbation stochastic approximation algorithm is used to search the optimal solution. Two numerical examples are presented to illustrate the effectiveness of the proposed algorithm. |
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| Keywords: | fuzzy variable fuzzy programming fuzzy simulation neural network approximation theory perturbation techniques computer simulation simultaneous perturbation stochasticapproximation algorithm |
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