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采用凝聚函数求解变量可分离规划

Keywords: 变量可分离规划,凝聚函数,拉格朗日乘子法,约束

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Abstract:

为了基于凝聚函数(K-S函数)的特性,将工程问题中的多约束、多目标凝聚为一个近似的、逼近精度参数ρ控制来求解原问题,分析了变量可分离目标函数∑ni=1fi(xi)与KS(ρ,x),并构造L(x,λ)函数,根据鞍点条件建立方程,并对该方程进行一阶Taylor公式展开,求解出拉格朗日乘子的近似解λ*及设计变量的近似解x*i.通过Matlab数学语言来编制求解可分离变量的求解程序,计算了代表性典型变量可分离算例.结果表明:该解法能够高效、快速地完成计算,收敛精度稳定.

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