• 中国计算机学会会刊
  • 中国科技核心期刊
  • 中文核心期刊

J4 ›› 2016, Vol. 38 ›› Issue (01): 108-113.

• 论文 • 上一篇    下一篇

基于几何变换的MAGA求解多纳什均衡

顾佼佼1,刘卫华1,赵建军1,刘吉伟2   

  1. (1.海军航空工程学院科研部,山东 烟台 264001;2.国防科学技术大学计算机学院,湖南 长沙 410073)
  • 收稿日期:2014-06-09 修回日期:2014-09-15 出版日期:2016-01-25 发布日期:2016-01-25
  • 基金资助:

    国家自然科学基金(61179018,61102165);航空科学基金(20135184008)

Multi-nash equilibrium computing
based on geometric-transform MAGA

GU Jiaojiao1,LIU Weihua1,ZHAO Jianjun1,LIU Jiwei2   

  1. (1.Department of Scientific Research,Naval Aeronautical and Astronautical University,Yantai 264001;
    2.College of Computer,National University of Defense Technology,Changsha 410073,China)
  • Received:2014-06-09 Revised:2014-09-15 Online:2016-01-25 Published:2016-01-25

摘要:

针对粒子群优化PSO早熟收敛而且只能寻找一个极值的问题,提出基于几何变换的MAGA混合智能算法,并应用于博弈论求解多纳什均衡问题。算法由粒子群优化和禁忌搜索TS算法构成,对粒子群优化的改进包括对粒子运动松散控制和引入遗传算法GA增强粒子多样性;禁忌搜索算法对邻域空间深度搜索;引入DeflectionRepulsion几何变换对目标函数进行动态变换使算法能够寻找多极值。仿真结果表明,该算法在多纳什均衡求解问题表现突出,寻优速度快,准确率高,可扩展到其他多模态多极值问题领域。

关键词: 纳什均衡, 多极值, Memetic 算法, 几何变换

Abstract:

Concerning the premature convergence problem of particle swarm optimization (PSO) and the shortage of finding only one minimum, we propose a geometrictransform based Memetic algorithm (MA) for detecting multiminima, which is applied in Nash Equilibria (NE) computing in game theory. The basic MA consists of PSO and Tabu Search (TS), which improves PSO in two ways: loosing constraint on particle movements and incorporating the genetic algorithm (GA) to maintain particle diversity. TS iterates through the neighborhood to get a local optimum. Furthermore, the deflectionrepulsion geometric transformation is incorporated to tune the search for multi minima. The performance is evaluated on a series of NE detecting examples. The results show that the proposed MA has a notable ability to detect multi minima while yielding high accuracy and performance.

Key words: Nash Equilibrium;multi minima;Memetic algorithm (MA);geometric transformation