| 引用本文： |
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熊李军,武昱,钱克昌,赵乐至.基于低偏差序列Halton的函数极值搜索方法[J].广西科学,2013,20(1):9-11. [点击复制]
- XIONG Li-jun,WU Yu,QIAN Ke-chang,ZHAO Le-zhi.The Extreme Value Search Method based on Low Discrepancy Sequence Halton[J].Guangxi Sciences,2013,20(1):9-11. [点击复制]
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| 摘要: |
| 研究序列的偏差与函数极值的关系,并针对不可微优化问题,提出基于低偏差序列Halton的函数极值搜索算法.该算法按Halton序列采样,以λk为步长,沿各个方向(如坐标轴方向)同时搜索,直到满足要求或达到迭代上限才退出搜索. |
| 关键词: Halton序列 低偏差序列 局部搜索 蒙特卡罗方法 |
| DOI： |
| 投稿时间：2012-07-17 |
| 基金项目:国家863项目(项目编号:2010AA8060017)资助。 |
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| The Extreme Value Search Method based on Low Discrepancy Sequence Halton |
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XIONG Li-jun, WU Yu, QIAN Ke-chang, ZHAO Le-zhi
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| (Northwest Institute of Nuclear Technology, Shaanxi, Xi'an, 710024, China) |
| Abstract: |
| The relationship between the discrepancy of sequences and the extreme value of functions is studied. A extreme value search algorithm is proposed in order to overcome non-differentiable optimization problems. This algorithm samples with Halton sequence, and then searches by step λk in different directions (such as directions of axes), and terminates when requirements reach or iteration limit meets. |
| Key words: Halton sequence low discrepancy sequence local search Monte Carlo method |
