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以多人博弈效用函数为演化指导函数的演化算法*

, PP. 708-714

Keywords: 博弈论,组合优化问题,效用函数(UF),演化指导函数,全局评估函数(GEF)

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Abstract:

研究一种基于多人纯策略非合作博弈的演化优化算法,可用于一类组合优化问题的求解.该算法的演化过程可建模为一个马尔科夫链模型.它将组合优化问题映射为多人非合作博弈,通过博弈主体的理性行为对问题的解进行优化.给出定义良好并可供扩展的算法框架,明确算法的要素所必须满足的3个约束:有限性约束、弱一致性约束和收敛性约束,并应用于若干典型NPHard的组合优化问题的求解.理论和实验结果表明,与一些传统优化算法相比,本算法在实际应用中具有良好的问题求解能力.

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