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多目标优化的新方法——幂加权和法及数值仿真
引用本文:刘华伟,陈耀元,叶莹.多目标优化的新方法——幂加权和法及数值仿真[J].武汉理工大学学报(交通科学与工程版),2007,31(5):835-838.
作者姓名:刘华伟  陈耀元  叶莹
作者单位:1. 武汉第二船舶设计研究所,武汉,430064;哈尔滨工程大学核科学与技术学院,哈尔滨,150001
2. 武汉第二船舶设计研究所,武汉,430064
3. 武汉理工大学交通学院,武汉,430063
摘    要:提出了一种新的评价函数,将多目标优化问题转化为单目标优化问题,并证明了由这种方法所得到的最优解是多目标优化问题的有效解.用混合罚函数法将约束问题变为无约束问题,将改进的模拟退火算法与单纯形法结合起来构造一种效率较高的全局优化算法,该算法具有模拟退火算法在全局搜索上的优点和单纯形法在局部搜索上的优点.用计算机语言编制了通用程序,给出了单目标优化和多目标优化的例子,数值仿真结果表明这种方法是可靠的.

关 键 词:多目标优化  评价函数  全局最优解  Pareto解  约束条件  仿真
修稿时间:2007-07-13

New Method of Multi Objective Optimization——Sum of Weighted Power and Numerical Emluator
Liu Huawei,Chen Yaoyuan,Ye Ying.New Method of Multi Objective Optimization——Sum of Weighted Power and Numerical Emluator[J].journal of wuhan university of technology(transportation science&engineering),2007,31(5):835-838.
Authors:Liu Huawei  Chen Yaoyuan  Ye Ying
Institution:1.Wuhan Second Ship Design and Research Institute, Wuhan 430064;2.School of Nuclear Science and Technology, Harbin Engineering University, Harbin 150001;3.School of Transportation, WUT, Wuhan 430063
Abstract:Multi objective planning is widely applied in many kinds of engineering such as chemistry engineering,electric engineering,and nuclear engineering and so on.But there isn't a method that can convinces all engineers up to now.A new evaluation function method is presented which unites multi objective function to single objective function.It is proved that the optimum solution of the single objective optimization is a Pareto optimal solution of the multi-objective optimization.SUMT(Sequential Unconstrained Minimization Technique) is adopted to transform constraint condition to unconfined condition.Simplex method and improved simulated annealing algorithm are hybridized to construct a global optimization algorithm of preferable efficiency.Universal program is coded to form a modularization software interface.Finally three examples are enumerated.The Simulation result indicates that the new method is reliable.
Keywords:multi objective planning  evaluation function  globally optimal solution  Pareto optimal solution  constraint condition  simulation
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