Process / pipelineSimulation / optimization
鲁棒模拟退火 — 寻找在不确定性下依然良好的解
鲁棒模拟退火（Robust Simulated Annealing, RSA）将经典的模拟退火元启发式算法进行适配，以寻求不仅在名义条件下，而且在所有不确定或对抗性的参数值范围内都能表现良好的解。通过将鲁棒性评估——最坏情况、期望情况或后悔度——嵌入到模拟退火的接受步骤中，RSA以牺牲部分名义最优性为代价来换取鲁棒性，这在问题参数知之甚少或易受环境变化影响时非常有用。
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来源
- Kirkpatrick, S., Gelatt, C. D., Vecchi, M. P. (1983). Optimization by simulated annealing. Science, 220(4598), 671-680. DOI: 10.1126/science.220.4598.671 ↗
- Ben-Tal, A., El Ghaoui, L., Nemirovski, A. (2009). Robust Optimization. Princeton University Press, Princeton, NJ. ISBN: 9780691143682
如何引用本页
ScholarGate. (2026, June 3). Robust Simulated Annealing — Uncertainty-aware stochastic local search for robust solutions. ScholarGate. https://scholargate.app/zh/simulation/robust-simulated-annealing
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