遗传算法和模矢法结合的概率积分法参数反演方法

    Inversion of parameters of probability integral method based on the combination of genetic algorithm and pattern search

    • 摘要: 遗传算法在反演概率积分法预计参数时从参数取值范围内的串集开始搜索,并使用弹性策略来维持群体的多样性,使得算法可以跨过局部收敛的障碍,向全局最优解方向进化;但这种概率化的寻优算法存在局部探索能力差、结果不稳定的缺陷,只能获得问题的近似最优解。模矢法是一种降梯度算法,算法局部探索能力强、收敛快;但这种算法对初值选取敏感,初值选择不当易陷入局部极值。本文提出并实现了一种模矢法与遗传算法结合的组合算法:先使用遗传算法求得参数的全局近似最优解,然后将近似最优解作为探索初值,使用模矢法获得参数的稳定、精确最优解。研究结果表明:组合算法反演概率积分法预计参数的精确度高、收敛快、稳定性好,综合性能较遗传算法和模矢法有明显优势。

       

      Abstract: In inversion of parameters of probability integral method, the genetic algorithm is expected start the search with a series of parameters in the range, and elastic strategy is used to maintain population diversity, so that the algorithm can overcome the obstacle of local convergence, and then evolve to a global optimum solution.However, this probabilistic algorithm has the disadvantage of poor local detection capability and unstable results; it can only obtain an approximate optimal solution of the question.The pattern search is a reducing gradient algorithm which has better local detection capability and quick convergence.But the algorithm is sensitive to the initial value, and an improper choice of initial value may result in local convergence.In this paper, we propose a combinatorial algorithm combining pattern search with genetic algorithm:the genetic algorithm is used to obtain a global approximate optimal solution, and then the solution is taken as the initial value to obtain a stable and accurate global optimal solution by using the pattern search.The results show that the proposed algorithm has higher accuracy, faster convergence and better stability in inversion of parameters of probability integral method.The comprehensive performance of this algorithm is better than the genetic algorithm or the pattern search.

       

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