| 基于遗传算法的机会约束规划的区间估计 |
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| 引用本文： | 陈高波,刘海燕.基于遗传算法的机会约束规划的区间估计[J].西南交通大学学报,2004,39(5):687-690. |
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| 作者姓名： | 陈高波 刘海燕 |
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| 作者单位： | 1. 武汉工业学院数理科学系,湖北,武汉,430023
2. 西南交通大学理学院,四川,成都,610031 |
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| 摘 要： | 从数理统计的角度，对机会约束规划的非线性目标函数的最优值进行了区间估计，并讨论了提高估计精度的方法，用遗传算法和样条回归得到了拟合的最优值目标函数的Lipschitz常数，算例表明了非线性目标函数最优值的区间估计方法的有效性。
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| 关 键 词： | 机会约束规划 遗传算法 区间估计 |
| 文章编号： | 0258-2724(2004)05-0687-04 |
Interval Estimation of Chance-Constrained Programming Based on Genetic Algorithm |
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| CHEN Gao-bo,LIU Hai-yan.Interval Estimation of Chance-Constrained Programming Based on Genetic Algorithm[J].Journal of Southwest Jiaotong University,2004,39(5):687-690. |
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| Authors: | CHEN Gao-bo LIU Hai-yan |
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| Institution: | CHEN Gao-bo~1,LIU Hai-yan~2 |
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| Abstract: | The interval of the optimal value of the non-linear objective function of chance-constrained programming was estimated from the viewpoint of mathematical statistics, and the ways of improving the precision of the estimated interval were discussed. The genetic algorithm and the spline regression were adopted to obtain the Lipschitz constant of the fitted optimum objective function. A calculational example shows the validity of the interval estimation for the optimal value of a non-linear objective function. |
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| Keywords: | chance-constrained programming genetic algorithm interval estimation |
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