求解优化问题的混合PSO-Solver算法

融合了粒子群算法(PSO) 和Solver 加载宏,形成混合PSO-Solver算法进行优化问题的求解。PSO作为全局搜索算法首先给出问题的全局可行解,Solver则是基于梯度信息的局部搜索工具,对粒子群算法得出的解再进行改进,二者互相结合,既加快了全局搜索的速度,又有效地避免了陷入局部最优。算法用VBA语言进行编程,简单且易于实现。通过对无约束优化问题和约束优化问题的求解,以及和标准PSO、其他一些混合算法的比较表明,PSO-Solver算法能够有效地提高求解过程的收敛速度和解的精确性。     

混合三群粒子群优化算法求解min-max-min问题

针对标准粒子群算法求解复杂优化问题时容易出现过早收敛的问题,提出了混合三群协同粒子群算法（HTSPSO）,将粒子群分为3个协同优化的子群,保持迭代后期粒子群的多样性。在4个经典测试函数上的仿真实验表明,新算法较传统PSO算法收敛更快,精度更高。将粒子群算法应用于求解一类min-max-min问题,并给出了数值算例。     

一种求解高维约束优化问题的γ-PSO算法

PSO算法是一种随机搜索的群体智能算法,在求解高维约束优化问题,尤其是在约束条件较多时,PSO算法易陷入局部极值且收敛速度慢。针对上述问题,对PSO算法进行了改进,提出了γ-PSO算法,把PSO算法的随机数由(0,1)扩展到(-1,1),这样加大了粒子飞行速度和飞行方向的多样性,从而使PSO算法具有摆脱局部极值的能力。对γ-PSO算法进行了求解高维约束优化问题的实验,实验结果表明γ-PSO算法能收敛到全局最优值,收敛性能明显优于其他改进的PSO算法和其他优化算法。     

求解约束优化问题的动态邻域粒子群算法*

粒子群算法(PSO)求解约束优化问题存在较严重的早熟收敛现象,为了有效抑制早熟收敛,提出了基于改进的约束自适应方法的动态邻域粒子群算法(IPSO)。算法采用动态邻域策略提高算法的全局搜索能力,设计了一种改进的自适应约束处理方法,根据迭代代数线性增加搜索偏向系数,在早期偏向于搜索可行解,在后期偏向于搜索最优解,并引入序列二次规划增强算法的局部搜索能力。通过基准测试函数实验对比分析,表明该算法对于约束优化问题具有较好的全局收敛性。     

Lagrange优化前馈神经网络盲多用户检测算法

提出了一种前馈神经网络盲多用户检测算法.该算法利用恒模准则构造了一个代价函数,给出了该算法的约束条件.利用增广Lagrange函数方法对带约束的代价函数进行优化求解,获得前馈神经网络网络权值和参数的迭代公式,从而实现了盲多用户检测.利用计算机对增广Lagrange函数优化的前馈神经网络盲多用户检测算法进行仿真.仿真结果表明,新算法具有较好的误码率及收敛特性等性能.     

PSO算法全局收敛性分析

为了解决PSO算法能否搜索到全局最优解这类主要理论问题,对随机优化算法的全局收敛性准则作了详细解释,并应用此全局收敛性准则对PSO算法的全局收敛性进行了理论分析;指出了PSO算法并不满足随机优化算法的全局收敛性准则应具备的两个条件,并证明了PSO算法是不能保证全局收敛的。     

基于改进PSO算法的移动机器人路径规划

针对粒子群优化(PSO)算法收敛速度快但容易陷入局部极值和细菌觅食优化(BFO)算法全局搜索能力强但效率低的问题,提出了一种将BFO算法的趋化、迁徙和复制操作引入到粒子群搜索过程的具有全局搜索能力和快速收敛的混合算法.在BFO算法和PSO算法的原理、操作步骤基础上,分别使用了PSO算法、BFO法和混合算法对移动机器人进行全局路径规划仿真试验,并分别给出了各算法的迭代次数、适应值曲线.仿真结果表明:与PSO算法和BFO算法相比,所提出的混合算法具有搜索时间短、迭代次数少的优点,较好验证了混合算法在移动机器人路径规划方面的可行性和有效性.     

一种模拟退火和粒子群混合优化算法

针对粒子群优化算法(PSO)容易陷入局部极值点、进化后期收敛慢和优化精度较差等缺点.把模拟退火技术(SA)引入到PSO箅法中,提出了一种混合优化算法.混合优化算法在各温度下依次进行PSO和SA搜索,是一种两层的串行结构.由于PSO提供了并行搜索结构,所以,混合优化算法使SA转化成并行SA算法.SA的概率突跳性保证了种群的多样性,从而防止PSO算法陷入局部极小.混合优化算法保持了PSO算法简单容易实现的特点,改善了算法的全局优化能力,提高了算法的收敛速度和计算精度.仿真结果表明,混合优化算法的优化性能优于基本PSO算法.     

基于PSO算法的变差函数球状模型参数拟合

对一阶变差函数球状模型及其二阶套合结构的参数拟合进行研究,利用粒子群优化(PSO)算法在求解非线性优化问题时收敛的快速性以及全局寻优的有效性等优势,将待拟合球状模型的参数组合为一个粒子向量,在PSO算法迭代过程中对部分粒子进行混合柯西-高斯变异,实现变差函数球状模型最优参数的自动拟合。仿真实验结果表明,该方法操作简单、可靠性高。     

基于SQP和自适应搜索的混沌粒子群算法

针对基本粒子群优化算法（PSO）算法易陷入局部最优的缺点,提出混沌自适应粒子群-序列二次规划算法（CAPSO-SQP）。在基本PSO算法的基础上,加入混沌搜索和自适应惯性权重提高全局收敛能力,并在PSO算法每一代的迭代过程中,引入SQP策略,加快局部搜索并提高对约束优化问题的计算可靠性。测试函数仿真结果表明,CAPSO-SQP算法计算精度高,稳定性好,收敛速度快。将所提出算法应用于悬臂梁结构优化设计,求解结果表明算法在结构优化计算方面的可行性,而且相对于CPSO算法求解更加准确,具有较高的计算可靠性和实用价值。     

A hybrid differential evolution augmented Lagrangian method for constrained numerical and engineering optimization

We present a new hybrid method for solving constrained numerical and engineering optimization problems in this paper. The proposed hybrid method takes advantage of the differential evolution (DE) ability to find global optimum in problems with complex design spaces while directly enforcing feasibility of constraints using a modified augmented Lagrangian multiplier method. The basic steps of the proposed method are comprised of an outer iteration, in which the Lagrangian multipliers and various penalty parameters are updated using a first-order update scheme, and an inner iteration, in which a nonlinear optimization of the modified augmented Lagrangian function with simple bound constraints is implemented by a modified differential evolution algorithm. Experimental results based on several well-known constrained numerical and engineering optimization problems demonstrate that the proposed method shows better performance in comparison to the state-of-the-art algorithms.     

A sharp augmented Lagrangian-based method in constrained non-convex optimization

In this paper, a novel sharp Augmented Lagrangian-based global optimization method is developed for solving constrained non-convex optimization problems. The algorithm consists of outer and inner loops. At each inner iteration, the discrete gradient method is applied to minimize the sharp augmented Lagrangian function. Depending on the solution found the algorithm stops or updates the dual variables in the inner loop, or updates the upper or lower bounds by going to the outer loop. The convergence results for the proposed method are presented. The performance of the method is demonstrated using a wide range of nonlinear smooth and non-smooth constrained optimization test problems from the literature.     

结合增广Lagrange罚函数的约束优化差分进化算法

利用增广Lagrange罚函数处理问题的约束条件,提出了一种新的约束优化差分进化算法。基于增广Lagrange惩罚函数,将原约束优化问题转换为界约束优化问题。在进化过程中,根据个体的适应度值将种群分为精英种群和普通种群,分别采用不同的变异策略,以平衡算法的全局和局部搜索能力。用10个经典Benchmark问题进行了测试,实验结果表明,该算法能有效地处理不同的约束优化问题。     

Optimal short-term hydro-thermal scheduling using quasi-oppositional teaching learning based optimization

This paper presents a new approach for solving short-term hydrothermal scheduling (HTS) using an integrated algorithm based on teaching learning based optimization (TLBO) and oppositional based learning (OBL). The practical hydrothermal system is highly complex and possesses nonlinear relationship of the problem variables, cascading nature of hydro reservoirs, water transport delay and scheduling time linkage that make the problem of optimization difficult using standard optimization methods. To overcome these problems, the proposed quasi-oppositional teaching learning based optimization (QOTLBO) is employed. To show its efficiency and robustness, the proposed QOTLBO algorithm is applied on two test systems. Numerical results of QOTLBO are compared with those obtained by two phase neural network, augmented Lagrange method, particle swarm optimization (PSO), improved self-adaptive PSO (ISAPSO), improved PSO (IPSO), differential evolution (DE), modified DE (MDE), fuzzy based evolutionary programming (Fuzzy EP), clonal selection algorithm (CSA) and TLBO approaches. The simulation results reveal that the proposed algorithm appears to be the best in terms of convergence speed, solution time and minimum cost when compared with other established methods. This method is considered to be a promising alternative approach for solving the short-term HTS problems in practical power system.     

一种基于教与学的混合灰狼优化算法

针对灰狼优化算法(GWO)存在收敛精度不高、易陷入局部最优的不足,提出一种基于教与学的混合灰狼优化算法(HGWO).首先,采用佳点集理论进行种群初始化,提高初始种群的遍历性;其次,提出一种非线性控制参数策略,在迭代前期增加全局搜索能力,避免算法陷入局部最优,在迭代后期增加局部开发能力,提高收敛精度;最后,结合教与学算法(TLBO)和粒子群优化算法,修改原位置更新公式以优化算法搜索方式,从而提升算法的收敛性能.为验证HGWO算法的有效性,选取9种标准测试函数,将HGWO算法、GWO算法以及其他群体智能优化算法和其他改进GWO算法进行仿真实验.实验结果表明,所提出的HGWO算法性能优于GWO算法和其他群体智能优化算法,且在改进算法中具有一定优势.     

An augmented Lagrangian decomposition method for quasi-separable problems in MDO

Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO). Some of these methods are known to have numerical convergence difficulties that can be explained theoretically. We propose a new decomposition algorithm for quasi-separable MDO problems. In particular, we propose a decomposed problem formulation based on the augmented Lagrangian penalty function and the block coordinate descent algorithm. The proposed solution algorithm consists of inner and outer loops. In the outer loop, the augmented Lagrangian penalty parameters are updated. In the inner loop, our method alternates between solving an optimization master problem and solving disciplinary optimization subproblems. The coordinating master problem can be solved analytically; the disciplinary subproblems can be solved using commonly available gradient-based optimization algorithms. The augmented Lagrangian decomposition method is derived such that existing proofs can be used to show convergence of the decomposition algorithm to Karush–Kuhn–Tucker points of the original problem under mild assumptions. We investigate the numerical performance of the proposed method on two example problems.     

一种催化粒子群算法及其性能分析

针对粒子群算法（PSO）在解决高维、多模复杂问题时容易陷入局部最优的问题,提出了一种新颖的混合算法—催化粒子群算法（CPSO）。在CPSO优化过程中,种群中的粒子始终保持其个体历史最优值pbests。CPSO种群更新由改造PSO、横向交叉以及垂直交叉三个搜索算子交替进行,其中,每个算子产生的中庸解均通过贪婪思想产生占优解pbests,并作为下一个算子的父代种群。在CPSO中,纵横交叉算法（CSO）作为PSO的加速催化剂,一方面通过横向交叉改善PSO的全局收敛性能,另一方面通过纵向交叉维持种群的多样性。对6个典型benchmark函数的仿真结果表明,相比其它主流PSO变体,CPSO在全局收敛能力和收敛速率方面具有明显优势。     

Using augmented Lagrangian particle swarm optimization for constrained problems in engineering">Using augmented Lagrangian particle swarm optimization for constrained problems in engineering

The comparatively new stochastic method of particle swarm optimization (PSO) has been applied to engineering problems especially of nonlinear, non-differentiable, or non-convex type. Its robustness and its simple applicability without the need for cumbersome derivative calculations make PSO an attractive optimization method. However, engineering optimization tasks often consist of problem immanent equality and inequality constraints which are usually included by inadequate penalty functions when using stochastic algorithms. The simple structure of basic particle swarm optimization characterized by only a few lines of computer code allows an efficient implementation of a more sophisticated treatment of such constraints. In this paper, we present an approach which utilizes the simple structure of the basic PSO technique and combines it with an extended non-stationary penalty function approach, called augmented Lagrange multiplier method, for constraint handling where ill conditioning is a far less harmful problem and the correct solution can be obtained even for finite penalty factors. We describe the basic PSO algorithm and the resulting method for constrained problems as well as the results from benchmark tests. An example of a stiffness optimization of an industrial hexapod robot with parallel kinematics concludes this paper and shows the applicability of the proposed augmented Lagrange particle swarm optimization to engineering problems.     

A hybrid approach to constrained global optimization

In this paper, we propose a novel hybrid global optimization method to solve constrained optimization problems. An exact penalty function is first applied to approximate the original constrained optimization problem by a sequence of optimization problems with bound constraints. To solve each of these box constrained optimization problems, two hybrid methods are introduced, where two different strategies are used to combine limited memory BFGS (L-BFGS) with Greedy Diffusion Search (GDS). The convergence issue of the two hybrid methods is addressed. To evaluate the effectiveness of the proposed algorithm, 18 box constrained and 4 general constrained problems from the literature are tested. Numerical results obtained show that our proposed hybrid algorithm is more effective in obtaining more accurate solutions than those compared to.