求解线性互补问题的一种改进的遗传算法
马俊1,2 ,王秀玉1
1. 长春工业大学 数学与统计学院, 吉林 长春, 130012;2. 吉林化工学院 理学院, 吉林 吉林, 132022
An Improved Genetic Algorithm for Linear Complementarity Problems
MA Jun1,2 ,WANG Yuxiu1
摘要
互补问题作为一类重要的优化问题,其传统算法中初始点的选取较为困难.本文通过引入阻尼最小二乘算法对遗传算法进行改进求解互补问题,计算结果表明应用改进的遗传算法计算线性互补问题不依赖于初始点的选取,可以提高收敛效率,减少迭代次数.
关键词:
线性互补
NCP函数
阻尼最小二乘
遗传算法
Abstract:
As an important optimization problem, it is difficult to choose the initial point in the traditional algorithm. In this paper, the damped least square algorithm is introduced to improve the genetic algorithm. The results show that the improved genetic algorithm does not depend on the selection of initial points, and can improve the convergence efficiency and reduce the number of iterations.
Key words:
linear complementarity
NCP function
damped least squares
genetic algorithm
出版日期: 2019-11-25
发布日期: 2019-11-25
整期出版日期: 2019-11-25
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