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基于模拟退火的CRS算法

汤丹   

  1. 华侨大学数量经济研究院
  • 收稿日期:2011-01-04 修回日期:2011-04-22 出版日期:2011-12-15 发布日期:2011-12-19
  • 通讯作者: 汤丹 E-mail:tangdan2006yjs@163.com

CRS algorithm based on the simulated annealing

 TANG  Dan   

  • Received:2011-01-04 Revised:2011-04-22 Online:2011-12-15 Published:2011-12-19

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被引次数

1

摘要： 本文是对非线性规划问题提出的一种算法，该算法把模拟退火算法应用到CRS算法中，根据模拟退火算法每一次迭代都体现集中和扩散两个策略的平衡的特点，使CRS算法更能够搜索到全局最优解，而不会陷入局部最优解。最后把提出的算法应用到两个典型的函数优化问题中，结果表明，算法是可行的、有效的

关键词:  CRS算法,  , 模拟退火算法,  , 全局优化, 接受概率

Abstract: In this paper, a new algorithm is proposed for the nonlinear programming problems, The algorithm applied the simulated annealing to the CRS algorithm, According to the simulated annealing reflects on concentrates and proliferates in each iteration, Enables the CRS algorithm to search the global optimization more easier rather than the local optimization. Finally, the proposed algorithm is applied to two typical function optimization problems, and the numerical results illustrate the accuracy and efficiency of the algorithm.

Key words: CRS algorithm, simulated annealing, global optimization,
accept probability