The global optimization method with selective averaging of the discrete decision variables

In the paper, the functional of selective averaging of discrete decision variables is proposed. The positive selectivity coefficient is entered into a positive decreasing kernel of functional and with growth of selectivity coefficient the mean gives optimum values (in a limit) of decision discrete v...

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Bibliographic Details
Published in:Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 50. С. 47-55
Main Author: Rouban, Anatoly I. 1943-
Other Authors: Mikhalev, Anton Sergeevich
Format: Article
Language:English
Subjects:
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000709112
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245 1 4 |a The global optimization method with selective averaging of the discrete decision variables  |c A. I. Rouban, A. S. Mikhalev 
246 1 1 |a Метод глобальной оптимизации с селективным усреднением дискретных искомых переменных 
504 |a Библиогр.: 28 назв. 
520 3 |a In the paper, the functional of selective averaging of discrete decision variables is proposed. The positive selectivity coefficient is entered into a positive decreasing kernel of functional and with growth of selectivity coefficient the mean gives optimum values (in a limit) of decision discrete variables in a problem of global optimization. Based on the estimate of the selective averaging functional, a basic global optimization algorithm is synthesized on a set of discrete variables with ordered possible values under inequality constraints. The basis is a computational scheme for optimizing continuous variables and its transformation for optimization with respect to discrete variables. On a test example the high convergence rate and a noise stability of base algorithm are shown. Simulations have shown that the estimate of the probability of making a true decision reaches unit. 
653 |a глобальная оптимизация 
653 |a дискретные переменные 
653 |a селективное усреднение 
655 4 |a статьи в журналах  |9 879358 
700 1 |a Mikhalev, Anton Sergeevich  |9 502134 
773 0 |t Вестник Томского государственного университета. Управление, вычислительная техника и информатика  |d 2020  |g № 50. С. 47-55  |x 1998-8605  |w 0210-40860 
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