计算机工程与应用 ›› 2009, Vol. 45 ›› Issue (24): 60-62.DOI: 10.3778/j.issn.1002-8331.2009.24.019

• 研究、探讨 • 上一篇    下一篇

一类非凸优化问题的遗传算法

叶成绪1,李和成2,3   

  1. 1.青海师范大学 计算机系,西宁 810008
    2.西安电子科技大学 计算机学院,西安 710071
    3.青海师范大学 数学与信息科学系,西宁 810008
  • 收稿日期:2008-06-25 修回日期:2008-09-08 出版日期:2009-08-21 发布日期:2009-08-21
  • 通讯作者: 叶成绪

Genetic algorithm for a class of nonconvex optimization problems

YE Cheng-xu1,LI He-cheng 2,3
  

  1. 1.Department of Computer Science,Qinghai Normal University,Xining 810008,China
    2.School of Computer Science and Technology,Xidian University,Xi’an 710071,China
    3.Department of Mathematics and Information Science,Qinghai Normal University,Xining 810008,China
  • Received:2008-06-25 Revised:2008-09-08 Online:2009-08-21 Published:2009-08-21
  • Contact: YE Cheng-xu

摘要: 线性二层规划是一类特殊的非凸优化问题,为了有效求解该问题,提出了一种基于单纯形方法的遗传算法。首先基于下层约束给出了一种新的编码方法;其次利用单纯形表的信息得到了下层问题的解函数,并结合最优性条件给出了适应度函数;最后基于个体编码的特点,设计了新的遗传算子。数值结果表明,所提出的算法是可行有效的。

关键词: 非凸优化问题, 线性二层规划, 遗传算法, 单纯形方法, 最优解

Abstract: Linear bilevel programming problem is a special class of non-convex optimization problems,in order to solve the problems efficiently,a new genetic algorithm based on the simplex method is proposed.At first,a novel encoding scheme is designed based on the lower-level constraints.Then,the solutions to the lower-level problem,as functions of upper-level variables,are got by using the information in the simplex tableau,and a new fitness is given by combining these solution functions with optimality conditions.At last,new genetic operators are designed according to the characteristics of individuals.The numerical results illustrate that the proposed algorithm is feasible and efficient.

Key words: nonconvex optimization problems, linear bilevel programming, genetic algorithm, simplex method, optimal solutions

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