摘要
通过适当处理离散变量，将求解无约束非凸ＮＬＰ问题的高效模拟退火全局优化算法推广到求解一般非凸混合整数非线性规划（ＭＩＮＬＰ）问题。数值计算结果表明，文中模拟退火算法在适用性、解的质量和计算效率等方面优于其它方法，是求解一般非凸ＭＩＮＬＰ问题的一种有效的全局优化算法。
By means of an appropriate treatment of integer variables, an efficient simulated annealing algorithm originally proposed for solving unconstrained nonconvex NLP problems is extended in this paper to solving the general nonconvex mixed-integer nonlinear programming(MINLP)problems.The numerical results indicate that the simulated annealing algorithm utilized in this paper has an advantage over other related methods in terms of applicability,solution quality and computational efficiency.It can be taken as an effective global optimization algorithm for solving the general nonconvex MINLP problems.
出处
《控制与决策》
EI
CSCD
北大核心
1996年第1期63-67,共5页
Control and Decision
基金
国家自然科学基金
关键词
模拟退火
非线性规划
MINLP
算法
simulated annealing,random search,global optimization, mixed-integer nonlinear programming
