Тип публикации: статья из журнала
Год издания: 2020
Идентификатор DOI: 10.17223/19988605/50/6
Ключевые слова: global optimization, discrete variable, selective averaging of decision variables, multiextreme function, constraints of inequality type
Аннотация: 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 oПоказать полностьюptimization. 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.
Журнал: VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE
Выпуск журнала: Is. 50
Номера страниц: 47-55
ISSN журнала: 19988605
Место издания: TOMSK
Издатель: TOMSK STATE UNIV