关键词: 灰色非线性规划, 均值白化模型, 分布估计算法, (近似)最优解, 蒙特卡罗模拟

Abstract: In this paper, the grey constrained nonlinear programming problems were investigated. With the help of mean, this paper firstly transformed the original grey optimization problem into a determinate constrained nonlinear programming problem. Then, based on the estimation of distribution algorithm, a stochastic search method was developed to solve the determinate constrained nonlinear programming problem. The key technique of the proposed method was explained in detail and the steps of the proposed method were described concretely. Finally, the elementary numerical examples show the proposed stochastic search method is feasible and effective.

Key words: grey nonlinear programming, mean-whitenization model, Estimation of Distribution Algorithm (EDA), (approximate) optimal solution, Monte Carlo simulation