| 一种基于多代理模型的混合整数规划优化方法 |
| |
| 引用本文： | 吕志明,王霖青,赵珺,王伟.一种基于多代理模型的混合整数规划优化方法[J].控制与决策,2019,34(2):362-368. |
| |
| 作者姓名： | 吕志明 王霖青 赵珺 王伟 |
| |
| 作者单位： | 大连理工大学控制科学与工程学院,辽宁大连,116024;大连理工大学控制科学与工程学院,辽宁大连,116024;大连理工大学控制科学与工程学院,辽宁大连,116024;大连理工大学控制科学与工程学院,辽宁大连,116024 |
| |
| 基金项目： | 国家自然科学基金项目(61603069,61473056,61533005,61522304,U1560102)；国家科技支撑计划项目(2015BAF22B01)；中央高校基本科研业务费专项资金项目(DUT17ZD231). |
| |
| 摘 要： | 提出一种基于多代理模型的优化方法,求解混合整数规划问题.首先,基于群智能优化策略提出一种基于多群体协作模型的采样方法,保证候选解的正确性和多样性;其次,采用基于数据并行的高斯过程建模方法,在线构造局部代理模型;再次,通过多代理模型对候选解进行预筛选,实现与粒子群算法的协同优化;最后,通过14个测试问题和一个基于数据驱动的模型参数选取问题,验证所提出方法的有效性.
|
| 关 键 词： | 混合整数 多代理 粒子群 高斯过程 |
A multi-surrogates algorithm for mixed-integer programming problems |
| |
| LYU Zhi-ming,WANG Lin-qing,ZHAO Jun and WANG Wei.A multi-surrogates algorithm for mixed-integer programming problems[J].Control and Decision,2019,34(2):362-368. |
| |
| Authors: | LYU Zhi-ming WANG Lin-qing ZHAO Jun and WANG Wei |
| |
| Affiliation: | School of Control Science and Engineering,Dalian University of Technology,Dalian116024,China,School of Control Science and Engineering,Dalian University of Technology,Dalian116024,China,School of Control Science and Engineering,Dalian University of Technology,Dalian116024,China and School of Control Science and Engineering,Dalian University of Technology,Dalian116024,China |
| |
| Abstract: | A multi-surrogates algorithm is developed to deal with the mixed-integer programming problems. Firstly, a sampling method based on the model of the multi-swarm PSO is developed to ensure the accuracy and diversity of the the samples. Furthermore, the local surrogate models are constructed by an online modeling method based on the data parallel approach. Then, the collaborative optimization is carried out based on the preselecting strategy and PSO. Finally, the effectiveness of the proposed method are verified by the 14 test problems and 1 data driven model parameter selection problems. |
| |
| Keywords: | |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《控制与决策》浏览原始摘要信息 |
|
点击此处可从《控制与决策》下载全文 |
|
