AN APPROACH TO IMPROVING EFFICIENCY OF SIMULATED ANNEALING USING TREND SURFACE ANALYSIS
-
摘要: 利用模拟退火反演过程中废弃的随机搜索的模型解信息, 建立起目标函数的二阶趋势面, 根据趋势面的分析结果预测和指导模拟退火的搜索方向, 使模拟退火法快速地收敛到全局最优解.数值试验证明, 这种方法比传统模拟退火法的计算效率高出十倍以上.Abstract: An approach to solving global optimization and inversion problems is developed. It builds 2-order trend surface analysis of abandoned search information in heuristic nonlinear inversion - simulated annealing. The fundamental of this approach is that SA changes process of random search according to prediction of trend surface analysis with some solutions of search in model space so that it ensures inversion to converge to the global optimum fast and exactly. The numerical test of a typical economics inversion problem has proved that this approach can improve the efficiency of simulated annealing remarkably.
-
Key words:
- inversion /
- simulated annealing /
- trend surface analysis
-
表 1 趋势面分析结果及组合反演结果
Table 1. Results of trend surface analysis and hybrid inversion
-
[1] Kirkpatrick S, Gelatt C D, Vecchi M. Optimization by simulated annealing[J]. Science, 1983, 220: 671-680. doi: 10.1126/science.220.4598.671 [2] Kaikkonen P, Sharma S P. 2-D nonlinear joint inversion of VLF and VLF-R data using simulated annealing[J]. Journal of Applied Geophysics, 1998, 39(3): 155-176. doi: 10.1016/S0926-9851(98)00025-1 [3] Sharma S P, Kaikkonen P. Two-dimensional non-linear inversion of VLF-R data using simulated annealing[J]. Geophysical Journal International, 1998, 133(3): 649-668. doi: 10.1046/j.1365-246X.1998.00523.x [4] Prasad S N. Simulated annealing 2-D nonlinear inversion of geomagnetic deep sounding data near Ujjain-Guna, India. Pure and Applied Geophysics, 1999, 154(2): 343-363. doi: 10.1007/s000240050233 [5] 姚姚. 地球物理非线性反演模拟退火法的改进[J]. 地球物理学报, 1995, 38(5): 643-650. doi: 10.3321/j.issn:0001-5733.1995.05.011 [6] Liu P, Hartzell S, Stephenson W. Nonlinear multi-parameter inversion using a hybrid global search algorithm: application in reflection seismology[J]. Geophys J Int, 1995, 122: 991-1000. doi: 10.1111/j.1365-246X.1995.tb06851.x [7] Chunduru R K, Sen M K, Stoffa P L. Hybrid optimization methods for geophysical inversion[J]. Geophysics, 1997, 62: 1196-1207. doi: 10.1190/1.1444220 [8] Judge G G. The theory and practice of econometrics. 2nd ed. New York: John Wiley and Sons, 1985. 956-957. [9] Goffe B, Ferrier G, Rogers J. Global optimization of statistical functions with simulated annealing[J]. Journal of Econometrics, 1994, 60(1/2): 65-100.