东北石油大学学报

2005, (01) 91-95+127-128

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全局最优化算法及其应用
Global optimization algorithm and its application

陈冬芳,薛继伟,张漫

摘要:

综述了近年来国内外学者对全局最优化问题的研究成果,分析了不同全局最优算法的优缺点,指出了因存在最优化问题的本质特征(NP-难题)而在实践中算法可解的问题并不一定可解,同时指出了没有适合解决任何问题的通用全局最优算法,最后给出了2个研究趋势.

关键词: 全局优化;禁忌搜索;遗传算法;模拟退火算法;分枝与界定;区间方法

Abstract: The researches of the global optimization and their achievements are generalized and presented in this paper, and the advantages and disadvantages of the global optimization algorithm are analyzed. Many global optimization problems which can be solved by certain algorithm in theory can not be solved in practice because of its intrinsic characteristic, NP-hard. At the present state of knowledge any global optimization algorithm can hardly pretend to solve all kinds of problems. Two research directions are suggested in this paper.

Keywords: global optimization; Tabu search; genetic algorithms; simulated algorithms; branch and bound; interval methods

基金项目: 国家973计划项目(2004CB318003)

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