Differential Evolution Algorithm for Solving a Class of Stochastic Optimization Problems

被引:0
|
作者
Chen, Haixia [1 ]
Yang, Tiegui [1 ]
机构
[1] Zhengzhou Occupat Technol Coll, Dept Basic Educ, Zhengzhou 450121, Peoples R China
关键词
stochastic optimization problems; differential evolution algorithm; uniform distribution;
D O I
暂无
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A differential evolution algorithm to solve a class of stochastic optimization problem is proposed. the algorithm, which is easy to understand and operate in program, overcomes the shortcoming that stochastic optimization problem can't find global optimal solution efficiently. The numerical experiment results demonstrate that the proposed algorithm can rapidly converge to the optimal solution and is an efficient method because of its good robustness.
引用
收藏
页码:973 / 975
页数:3
相关论文
共 9 条
  • [1] [Anonymous], 2001, Intelligent optimization algorithm and its application
  • [2] Optimal approximation of linear systems by a differential evolution algorithm
    Cheng, SL
    Hwang, C
    [J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS, 2001, 31 (06): : 698 - 707
  • [3] LAMPINEN J, 2002, BIBLIO DIFFERENTIAL
  • [4] Co-evolutionary hybrid differential evolution for mixed-integer optimization problems
    Lin, YC
    Hwang, KS
    Wang, FS
    [J]. ENGINEERING OPTIMIZATION, 2001, 33 (06) : 663 - 682
  • [5] Storn RM, 2006, DIFFERENTIAL EVOLUTI
  • [6] Wang Ling, 2003, Control and Decision, V18, P257
  • [7] Wang Ling, 2004, Control and Decision, V19, P183
  • [8] XIN Wenxun, 1999, MODERN OPTIMIZATION
  • [9] ZHANGL L, 2004, CONTROL THEORY APPL, V21, P883