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总览 评价 王艺鹏 1, , 辛斌 1,2,3,* , 陈杰 1,2,3, ( 1、 北京理工大学自动化学院,北京,100081; 2、 复杂系统智能控制与决策国家重点实验室,北京,100081; 3、 北京市智能机器人与系统高精尖创新中心,北京,100081; ) 摘要: 混合策略是
王艺鹏1,, 辛斌1,2,3,*, 陈杰1,2,3,
(
1、北京理工大学自动化学院,北京,100081; 2、复杂系统智能控制与决策国家重点实验室,北京,100081; 3、北京市智能机器人与系统高精尖创新中心,北京,100081; )
摘要:
混合策略是一种常见的优化算法改进策略,尤其适用于特定类型的复杂问题求解。过去二十年内涌现了大量的混合型优化算法,这些算法在那个得到了广泛应用。但是,对混合算法的研究大多建立在经验性计算实验的基础上,缺乏一般性的理论分析。本文基于单调有界序列的极限定理,提出了混合型算法保证全局收敛性的一般准则,为混合算法的研究提供了一个理论基础。
关键词:
优化;混合优化算法;全局收敛性;序列极限
WANG Yipeng1,, XIN Bin1,*, CHEN Jie2,
(
1、School of Automation, Beijing Institute of Technology, Beijing, 100081; 2、State Key Laboratory of Intelligent Control and Decision of Complex Systems, Beijing, 10081; )
Abstract:
Hybridization is a common strategy for improving an optimization algorithm, especially for solving specific types of complex problems. Large numbers of hybrid optimizers have emerged and achieved wide practical applications in the past two decades. However, previous studies on hybrid optimizers are mainly based on empirical experiments, and lack general theoretical analysis. Several guidelines for guaranteeing of the global convergence of hybrid optimizers are proposed in this paper, which is based on the theorems about the limit of a monotone bounded sequence. These guidelines lay a theoretical foundation for the research on hybrid algorithms.
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