一种改进连续变量全局优化模拟退火算法.pdfVIP

　2005 年 4 月 系统工程理论与实践 第 4 期 　 ( ) 文章编号 2005 一种改进的连续变量全局优化模拟退火算法 顾元宪 ,项宝卫 ,赵国忠 (大连理工大学工业装备结构分析国家重点实验室、工程力学系 ,辽宁 大连 116024) 摘要 : 　在连续变量的全局优化问题求解中 ,提出了一种改进的模拟退火算法. 该算法提出了一种自适 应的函数变换方法 ,解决了模拟退火算法中较难处理的初始温度问题 ,使初始温度与具体应用问题无 关 ;结合成功 - 失败法和变尺度方法 ,提出了有效偏移量的概念 ,改进了解的产生方式 ;提出了一种以相 对精度为基础的结束准则 ,较好地解决了计算效率和计算精度的平衡 ,提高了算法的效率和通用性. 数 值测试算例验证了本文的改进模拟退火算法的可行性和高效性. 关键词 : 　模拟退火 ;全局优化 ;连续变量 ;相对精度 中图分类号: 　O224 　　　　　　　　文献标识码 : 　A 　　　 An Improved Simulated Annealing Algorithm for Global Optimization Problems with Continuous Variables GU Yuanxian , XIANG Baowei , ZHAO Guozhong ( State Key Laboratory of Structural Analysis for Industrial Equipment ,Dept. of Engineering Mechanics , Dalian University of Technology , Dalian 116024 , China) Abstract: 　In this paper , an improved simulated annealing ( SA) algorithm is developed to solve the global optimization problems with continuous variables. By introducing a method of adaptive conversion function , the determination of initial temperature , usually a difficult problem in SA has been solved and becomes independent to the practical problems solved. Combined with the successfailure method and the variable metric method , the conception of effective shiftincrement is proposed to improve the method generating new solutions. On the basis of the newly defined relative precision , a termination criterion is proposed to make better balance between the computational efficiency and the solution accuracy , and then , enhance the efficiency and robustness of