关键词: 非线性规划 进化策略算法 罚函数 多准则决策

Abstract:

For the complex nonlinear programming optimization problem under diversified variables and strong constraints, this paper proposes an effective hybridalgorithm which combines the evolution strategy with the dynamic penalty function and the simulated annealing penalty function. It successfully solves   the multi-criteria decision model and greatly reduces the calculating difficulty in the past. At last, a practical example is indicated to verify its fe  asibility, effectiveness and efficiency. This algorithm can also be used in many similar or relative fields for reference.

Key words: nonlinear programming, evolution strategy algorithm, penalty function, multi-criteria decision making