线性规划模型在股市投资中的应用

通过对线性规划模型和股市投资方法的分析,构建出在其上的基本数学模型,并对2014年第一季度5支股票平均收益率与风险损失率进行分析,构建出存款与证券投资相结合的无风险股市投资多目标线性规划模型,从而给出了在不同参变量取值下的投资组合,对投资者合理投资具有现实意义。     

求解约束优化问题的引导多目标差分进化算法

将约束优化问题转化为带偏好的双目标优化问题,用差分进化算法求解转化问题。为了克服基于Pareto支配关系的多目标算法求解转化问题时没有考虑问题偏好、收敛慢等缺点,借助多目标α-支配关系的特点,提出了基于动态α-支配的新适应度函数。新适应度函数根据种群中可行解的比例动态平衡进化过程中对两个目标的偏好,引导算法不断向问题的偏好区域靠近,从而快速收敛到约束优化问题的最优解。对6个标准测试函数的数值实验结果表明:基于α-支配的动态引导多目标差分进化算法能快速收敛到问题的最优解。与3种经典高效算法的比较说明,所提出算法的鲁棒性强且效率高。     

Interactive Evolutionary Multi-Objective Optimization Algorithm Using Cone Dominance

As the number of objectives increases, the performance of the Pareto dominance-based Evolutionary Multi-objective Optimization (EMO) algorithms such as NSGA-II, SPEA2 severely deteriorates due to the drastic increase in the Pareto-incomparable solutions. We propose a sorting method which classifies these incomparable solutions into several ordered classes by using the decision maker's (DM) preference information. This is accomplished by designing an interactive evolutionary algorithm and constructing convex cones. This method allows the DMs to drive the search process toward a preferred region of the Pareto optimal front. The performance of the proposed algorithm is assessed for two, three, and four-objective knapsack problems. The results demonstrate the algorithm's ability to converge to the most preferred point. The evaluation and comparison of the results indicate that the proposed approach gives better solutions than that of NSGA-II. In addition, the approach is more efficient compared to NSGA-II in terms of the number of generations required to reach the preferred point.     

接运公交网络设计的多目标优化模型及遗传变邻域搜索求解算法

为了使接运公交网络更好地为轨道交通车站集散客流服务,将其作为研究对象,提出了接运公交网络的优化方法.考虑接运公交网络服务的需求量与接运公交供给密切相关、接运公交发车时刻与轨道交通车辆到站时刻构成有序衔接,以接运公交服务的乘客量最大化、接运乘客平均成本最小化、运营成本最小化为优化目标,构建了接运公交网络的多目标优化模型.为求解模型,设计了利用产生式方法获得Pareto解集的遗传-变邻域搜索算法.将设计的遗传-变邻域搜索算法与遗传算法、精确算法分别进行比较,通过算例验证了模型与算法的有效性.     

基于混沌优化和网格筛选策略的多目标分布估计算法

为了解决多目标分布估计算法中进化速度慢、解精度和分布不佳等问题,提出一种基于混沌优化和网格筛选策略的多目标分布估计算法.该算法首先利用混沌模型进行种群的初始化,以获得较理想的初始化结果;然后运用混沌的局部优化策略对每代产生的非支配个体进行寻优,加速种群向Pareto最优前沿的逼近;最后利用简单的网格筛选策略保持个体的均匀分布,从而增强精英种群的多样性.3种评价标准在8个测试问题上的实验表明:与目前最具代表性的RM-MEDA算法相比,该算法不仅在接近真实的最优前沿和保持种群的多样性方面具有一定优势,而且在进化速度上也有较大提高.     

基于惩罚项的热连轧轧制规程多目标函数优化

为了解决传统热连轧负荷分配优化普遍采用约束方法进行求解时求解步骤繁琐、不容易获得最优解的问题,提出了一种惩罚函数算法.通过引入函数惩罚项,将多目标函数约束求解问题转化为无约束求解问题.建立了带有惩罚项的轧制力、板形、功率和温度的单目标函数,进而采用线性加权求和法建立了综合多目标函数.利用Nelder和Mead单纯形解法则进行求解,简化了求解的步骤,最终得到了兼顾轧制力平衡、板形最优及温度合理的负荷分配方案.实际应用效果表明,与传统负荷分配方式相比,基于多目标优化得到的轧制规程更符合实际生产要求,具有良好的应用前景.     

求解4G网络建站问题进化多目标算法

根据4G建站模型,设计了一种针对重点区域进行杂交、变异的进化多目标算法.该算法能有效减少个体进行杂交和变异时编码的长度、降低复杂度,使处理4G建站模型的进化多目标算法性能大大提高;在杂交变异之后,再根据约束条件对非重点区域进行搜索,在非重点区域中,激活能够最大程度覆盖了未被覆盖的测试点的候选基站,以此类推,直到全部激活的基站的覆盖率满足模型覆盖率约束为止,既保证了生成的解均为有效解,又使得在激活尽可能少基站的情况下覆盖到尽可能多的测试点.最后用极大极小方法求解出了一组最优解集.模拟4G建站问题的计算机仿真表明该算法非常有效.     

Novel constrained multi-objective biogeography-based optimization algorithm for robot path planning

A constrained multi-objective biogeography-based optimization algorithm （CMBOA） was proposed to solve robot path planning （RPP）. For RPP, the length and smoothness of path were taken as the optimization objectives, and the distance from the obstacles was constraint. In CMBOA, a new migration operator with disturbance factor was designed and applied to the feasible population to generate many more non-dominated feasible individuals; meanwhile, some infeasible individuals nearby feasible region were recombined with the nearest feasible ones to approach the feasibility. Compared with classical multi-objective evolutionary algorithms, the current study indicates that CM- BOA has better performance for RPP.     

Optimizing crashworthiness design of square honeycomb structure简

To provide theoretical basis for square honeycombs used as crashworthy structures, energy-absorption properties of metal square honeycombs and the size optimization were performed. Specific energy absorption （SEA） was defined as the energy absorbed by the honeycomb structure per unit volume. This parameter was often used for determining the crashworthiness of thin-walled structures. In order to find the most optimized metal square honeycomb structure with the maximum SEA and the lowest peak stress, the cell length and the foil thickness of the metal honeycombs were optimized, with a low peak stress and a high SEA set as the two primary objectives. The pre-processing software Patran was used to build FE models, and the explicit solver LS-DYNA was employed to perform the crashworthiness analyses. The results show that the square honeycomb exhibits good energy absorption performance in some cases. The geometry is effective using 16.8% less buffer structure volume than the hexagonal honeycombs with a peak stress limitation of 1.21 MPa.     

An optimization model of UAV route planning for road segment surveillance

Unmanned aerial vehicle （UAV） was introduced to take road segment traffic surveillance. Considering the limited UAV maximum flight distance, UAV route planning problem was studied. First, a multi-objective optimization model of planning UAV route for road segment surveillance was proposed, which aimed to minimize UAV cruise distance and minimize the number of UAVs used. Then, an evolutionary algorithm based on Pareto optimality technique was proposed to solve multi-objective UAV route planning problem. At last, a UAV flight experiment was conducted to test UAV route planning effect, and a case with three scenarios was studied to analyze the impact of different road segment lengths on UAV route planning. The case results show that the optimized cruise distance and the number of UAVs used decrease by an average of 38.43% and 33.33%, respectively. Additionally, shortening or extending the length of road segments has different impacts on UAV route planning.