Random sampling optimization method
The invention discloses a random sampling optimization method. The random sampling optimization method is characterized in that a sample of a candidate solution satisfying a requirement is obtained with certain reliability by use of a random sampling method, on the basis of this, assessment analysis...
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Sprache: | eng |
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Zusammenfassung: | The invention discloses a random sampling optimization method. The random sampling optimization method is characterized in that a sample of a candidate solution satisfying a requirement is obtained with certain reliability by use of a random sampling method, on the basis of this, assessment analysis and iterative computation are performed on the optimal degree of the candidate solution in the obtained sample, and if the effect for improving and optimizing an object function value by continuously increasing a sampling number is not obvious, it can be assumed that a satisfactory solution is found; and if the object function value can be remarkably improved and optimized by continuously increasing the sampling number, it can be assumed that the found solution is not satisfactory enough, the sampling number is continuously increased and iteration is carried out until the satisfactory solution is found. According to the invention, the requirements for solution probability and reliability are taken into consideration in a sampling process, such that is can be ensured that the solution satisfying needs can be obtained with certain probability and reliability; and the calculation is simple, the computational complexity is low, and the convergence speed is fast. |
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