面向可靠性评估的先验信息最大熵变尺度方法

中国机械工程 ›› 2011, Vol. 22 ›› Issue (2): 201-203.

面向可靠性评估的先验信息最大熵变尺度方法

戴怡;王仲民;凌光

天津职业技术师范大学，天津，300222

出版日期:2011-01-25 发布日期:2011-01-27
基金资助:
国家自然科学基金资助项目(50875186)；国家科技重大专项(2009ZX04014-013)
National Natural Science Foundation of China（No. 50875186）;
National Science and Technology Major Project ( No. 2009ZX04014-013)

Variable-metric Algorithm of Maximum Entropy for Reliability Evaluation Oriented Prior Information

Dai Yi;Wang Zhongmin;Ling Guang

Tianjin University of Technology and Education,Tianjin,300222

Online:2011-01-25 Published:2011-01-27
Supported by:

National Natural Science Foundation of China（No. 50875186）;
National Science and Technology Major Project ( No. 2009ZX04014-013)

摘要/Abstract

摘要：

研究了面向数控系统可靠性评估的Bayes先验信息获取方法，建立了基于最大熵原理的概率密度函数的非线性约束优化模型，利用拉格朗日乘子法将该约束优化问题转化为无约束优化问题。结合变尺度优化算法的特点，采用BFGS变尺度法实现了对该无约束优化问题的快速求解，并进行了仿真验证研究，仿真结果表明该方法可行、有效。

关键词:

最大熵, 先验信息, 拉格朗日乘子, 变尺度法

Abstract:

The problem of how to obtain Bayes prior distribution for NC system oriented reliability evaluation was discussed, and then a nonlinear constrained optimal model of probability density function based on the principle of maximum entropy was established. By using Lagrange multiplier this constrained optimal problem was transformed to a non-constrained optimal one, which was solved rapidly by BFGS variable-metric algorithm. The simulation examples show that this method is simple and effective.

Key words:

maximum entropy, prior information, Lagrange multiplier, variable-metric algorithm

中图分类号:

TB114

戴怡, 王仲民, 凌光.

面向可靠性评估的先验信息最大熵变尺度方法

[J]. 中国机械工程, 2011, 22(2): 201-203.

DAI Yi, WANG Zhong-Min, LING Guang.

Variable-metric Algorithm of Maximum Entropy for Reliability Evaluation Oriented Prior Information

[J]. China Mechanical Engineering, 2011, 22(2): 201-203.