The global optimization method with selective averaging of the discrete decision variables

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DOI Доступ к ресурсу на сайте издателя			10.17223/19988605/50/6

Title: The global optimization method with selective averaging of the discrete decision variables
Title: Метод глобальной оптимизации с селективным усреднением дискретных искомых переменных
Creator: Rouban, Anatoly I.
|
Mikhalev, Anton Sergeevich
Date: 2020
DOI: 10.17223/19988605/50/6
Description: In the paper, the functional of selective averaging of discrete decision variables is proposed. The positive selectivity coefficient is entered into a positive decreasing kernel of functional and with growth of selectivity coefficient the mean gives optimum values (in a limit) of decision discrete variables in a problem of global optimization. Based on the estimate of the selective averaging functional, a basic global optimization algorithm is synthesized on a set of discrete variables with ordered possible values under inequality constraints. The basis is a computational scheme for optimizing continuous variables and its transformation for optimization with respect to discrete variables. On a test example the high convergence rate and a noise stability of base algorithm are shown. Simulations have shown that the estimate of the probability of making a true decision reaches unit.

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collection(s): Журналы ТГУ
Identifier: смотреть в электронном каталоге НБ ТГУ
Type: статьи в журналах
Source: Вестник Томского государственного университета. Управление, вычислительная техника и информатика. 2020. № 50. С. 47-55
Language: eng

Created: 14-04-2020

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Журналы ТГУ The global optimization method with selective averaging of the discrete decision variables