摘要
针对传统算法无法获得互补问题的多个最优解的困难,提出了求解互补问题的和声搜索算法。利用NCP函数,将互补问题转换为一个非光滑方程组问题,用极大熵函数对其进行光滑化处理,进而把互补问题的求解转换为无约束优化,利用和声搜索算法对其进行求解。该算法对目标函数的解析性质没有要求且容易实现,数值结果表明了该方法在求解互补问题中的有效性。
Aiming at the difficulty of fact that classical algorithms unable to obtain many solutions to complementarity problem,this paper presented a new method,referred to as harmony search algorithm.First,reformulated complementarity problem as a system of nonsmooth equations via an NCP-function,and gave a smoothing approximation to the nonsmooth equations by the aggregate function,furthermore,complementarity problem could be transformed into unconstrained optimization,then using the harmony search algorithm to solve this problem.The objective function of the algorithm does not require analytical nature and easy to achieve,numerical results show that the method is effective in solving complementarity problem.
出处
《计算机应用研究》
CSCD
北大核心
2011年第5期1724-1727,共4页
Application Research of Computers
基金
陕西省教育厅自然科学研究项目(09JK381)
陕西理工学院科研基金项目(SLG0913)
关键词
和声搜索算法
互补问题
极大熵方法
NCP函数
harmony search algorithm
complementarity problem
maximum entropy method
NCP function
