评价再生过程参数族参数极值选择问题的效率

D. Stroganov, V. Chernenky
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引用次数: 0

摘要

至此,完成了严格时间约束下再生过程仿真模型上搜索优化程序有效性评估问题的形式化表述。提出了一种优化算法的参数整定程序,该程序依次细化模型指定的函数值,并将剩余的模型再生周期重新分配到被控参数的研究值之间。提出并解决了正确选择概率最大化的问题,即根据再生过程模型的仿真实验结果,选择使所研究的泛函得到真最大值的被控参数值。基于向拉格朗日的过渡,将约束优化问题的解简化为无约束优化问题。得到了评价再生循环最优分布的解析表达式。结果表明,包含搜索引擎优化算法的仿真模型在计算成本方面提供了相当有效的解决方案。因此,本文提出了一种包含搜索优化算法的简单扩展仿真模型的方法,该方法使得从系统建模到在给定控制参数区域上优化其目标函数成为可能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Evaluation of the efficiency of the problem of choosing the extreme values of the parameters of the parametric family of regenerating processes
Thus, the formal formulation of the problem of evaluating the effectiveness of search optimization procedures on simulation models of regenerating processes under strict time constraints has been completed. A procedure for parametric tuning of the optimization algorithm has been developed, which sequentially refines the values of the functional specified by the model and redistributes the remaining model regeneration cycles between the investigated values of the controlled parameter. The problem of maximizing the probability of the correct choice is posed and solved, i.e. selection, according to the results of the simulation experiment on the model of the regenerating process, of the value of the controlled parameter that delivers the true maximum to the investigated functional. Based on the transition to the Lagrangian, the solution to the constrained optimization problem is reduced to an unconstrained optimization problem. Analytical expressions are obtained to assess the optimal distribution of regeneration cycles. It is shown that the simulation model with the included search engine optimization algorithm provides solutions that are quite effective in terms of computational costs. As a result, a method is proposed for a simple extension of the developed simulation models by including a search optimization algorithm, which makes it possible to move from modeling the system to optimizing its objective function on a given area of controlled parameters.
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