| 模拟退火算法的改进及其应用 |
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| 引用本文： | 蔡雷.模拟退火算法的改进及其应用[J].内江师范学院学报,2005,20(4):11-13,54. |
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| 作者姓名： | 蔡雷 |
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| 作者单位： | 中国工程物理研究院,工学院,四川,绵阳,621900 |
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| 摘 要： | 针对贷款组合优化决策模型的求解问题，以模拟退火算法为基础，利用设置记忆器和在算法后链接一个局部搜索过程的方法，对原有算法进行了改进，该算法可兼顾解的质量和运行时间，快速找到最优解，克服了原有算法的随机性。数值计算的结果表明，该算法具有很强的适用性。
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| 关 键 词： | 贷款组合 模拟退火 全局优化 随机搜索 |
| 文章编号： | 1671-1785（2005）04-0011-03 |
| 收稿时间： | 2004-11-17 |
| 修稿时间： | 2004年11月17 |
Improvement and Application of the Simulated Annealing Algorithm |
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| CAI Lei.Improvement and Application of the Simulated Annealing Algorithm[J].Journal of Neijiang Teachers College,2005,20(4):11-13,54. |
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| Authors: | CAI Lei |
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| Abstract: | To solve the decision-making model of loan's portfolio optimization,a improved simulated annealing algorithm is proposed in this paper,it can pay attention to the quality of solution and running time,find the optimal solution fast,and overcome the randomness of the original algorithm.The numerical computation results indicate that this algorithm has good applicability. |
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| Keywords: | loan's portfolio simulated annealing global optimization random search |
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