遗传算法在具有多最优、不可微及其他不规则特征的估计问题中的应用

Genetic Algorithms for Estimation Problems With Multiple Optima, Nondifferentiability, and Other Irregular Features

Journal of Business & Economic Statistics · 1995
被引 229
人大 AABS 4

中文导读

探讨遗传算法在计量经济估计中处理多最优、不可微等不规则优化问题的能力,通过实验对比不同遗传算法变体及与其他优化方法的性能。

Abstract

The genetic algorithm is examined as a method for solving optimization problems in econometric estimation. It does not restrict either the form or regularity of the objective function, allows a reasonably large parameter space, and does not rely on a point-to-point search. The performance is evaluated through two sets of experiments on standard test problems as well as econometric problems from the literature. First, alternative genetic algorithms that vary over mutation and crossover rates, population sizes, and other features are contrasted. Second, the genetic algorithm is compared to Nelder–Mead simplex, simulated annealing, adaptive random search, and MSCORE.

遗传算法经济计量估计多峰优化非可微目标函数