计算机工程与应用2012，Vol.48Issue(9)：9-11,3.DOI:10.3778/j.issn.1002-8331.2012.09.003
一种求解约束优化问题的混合算法
Hybrid algorithm for solving constrained optimization problems
摘要
Abstract
A hybrid algorithm based on modified augmented Lagrange function and PSO is proposed for solving constrained optimization problems. The general constrained optimization problem is converted into a bound constrained optimization problem. The basic steps off the proposed hybrid algorithm comprise an outer iteration and an inner iteration. The inner iteration, in which a nonlinear bound constrained minimization sub-problem of the modified augmented Lagrange multiplier, is solved by improved PSO algorithm. The outer iteration is performed to update the Lagrange multipliers and penalty parameters using a first-order update scheme, check for convergence and accordingly reinitiate another bound constrained minimization or declare convergence. The proposed algorithm is tested on 8 well-known benchmark constrained optimization problems, and the results show that it is very suitable and steadier than other algorithms from the literature for different constrained optimization problems.关键词
增广Lagrange函数/约束优化问题/粒子群优化Key words
augmented Lagrange function/ constrained optimization problems/ Particle Swarm Optimization分类
信息技术与安全科学引用本文复制引用
龙文,梁昔明,焦建军..一种求解约束优化问题的混合算法[J].计算机工程与应用,2012,48(9):9-11,3.基金项目
国家自然科学基金(No.61074069) （No.61074069）
贵州财经学院引进人才科研项目. （）
