摘要
基于蒙特卡洛模拟算法,提出了一种新的非线性约束条件下的优化算法.该算法不需要人为干预,可完全实现程序化.文章以一个简单的优化实例验证了该方法的可行性.与其他优化算法和优化工具相比,该算法简洁高效、稳健通用,有较强的工程应用价值,为非线性约束条件下的优化求解提供了新的思路.
Based on Monte Carlo simulation, a new method used for optimization algorithm under non-linear constraints is presented. This method does not need human intervention and easily realizes program-integration. Its feasibility has been illustrated by a case study. Compared to other algorithms and tools, this algorithm is concise, efficient, robust and universal, and has considerable engineering value. It offers a new clue for optimization algorithm under non-linear constraints.
出处
《深圳职业技术学院学报》
CAS
2015年第5期16-18,共3页
Journal of Shenzhen Polytechnic
关键词
蒙特卡洛
非线性约束
优化
算法
Monte Carlo
non-linear constraints
optimization
algorithm
