%0 Journal Article
%T Adaptive Quasi-Monte Carlo Method for Multiple-Extrema Optimization
自适应拟蒙特卡罗多极值优化方法(英文)
%A LEI Guiyuan
%A
雷桂媛
%J 控制理论与应用
%D 2002
%I
%X Quasi-Monte Carlo random search is useful in nondifferentiable optimization. By borrowing the ideas of population from genetic algorithms, we introduce an adaptive random search in quasi-Monte Carlo method(AQMC) for global optimization. The adaptive search technique enables local search to head for local extrema quickly. The low discrepancy of quasi-random sequence ensures that the function field be searched evenly and various local extrema including global extremum be found.
%K global optimization
%K nondifferentable function
%K quasi-Monte Carlo methods
%K adaptive random search
%K sub-population
全局优化
%K 不可微函数
%K 拟蒙特卡罗方法
%K 自适应搜索技术
%K 子群体
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=AFAA956A900F5CC7&yid=C3ACC247184A22C1&vid=2A8D03AD8076A2E3&iid=38B194292C032A66&sid=6D6BFCF0101BC091&eid=E57FE519484CFB70&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=14