一种线性不等式约束下的生成随机数修正方法

前言

    博客《一种线性方程约束下生成随机数修正的一般性方法（上）》和《一种线性方程约束下生成随机数修正的一般性方法（下）》给出了生成的随机数满足变量上下限约束但一般性的线性方程约束时生成随机数的修正方法，使得修正后的随机数既满足变量上下限约束又满足一般性的线性方程约束，而文中将多秩线性方程组转化为线性不等式组的方法同样可以用于一般的线性不等式组场景下，从而修正多线性不等式约束下的生成随机数。

修正方法

    设需要生成一组如下所示的$N$维随机向量$\mathbf{x}={\left[\begin{array}{ccccc}{x}_1& \cdots & x_j& \cdots & x_N\end{array}\right]}^T$满足如式(1)所示的$N$个随机量上下界约束条件和$M$个线性不等式约束
{ x j ∈ [ x ‾ j , x ‾ j ] , j ∈ { 1 , ⋯   , N } ∑ i = 1 N a i , j x j ≤ b i , i ∈ { 1 , ⋯   , M } \begin{equation} \begin{cases} x_j ∈ \left[ \underline{x}_j, \overline{x}_j \right], j ∈ \{ 1, \cdots, N \} \\ \displaystyle \sum_{i = 1}^{N} a_{i, j} x_j ≤ b_i, i ∈ \{ 1, \cdots, M \} \\ \end{cases} \end{equation} ⎩ ⎨ ⎧​xj​∈[x​j​,xj​],j∈{1,⋯,N}i=1∑N​ai,j​xj​≤bi​,i∈{1,⋯,M}​​​
其中：${\underline{x}}_j$和${\overline{x}}_j$分别是第$j$维随机数$x_j$的下界和上界；$a_{i,j}$为线性不等式约束中随机数$x_j$的系数，方程中的$a_{i,j}$不能全部等于$0$；$b_i$为第$i$个线性不等式的常数项。
    若按照如式(2)所示的随机数生成方法进行生成随机数${\mathbf{x}}_{\mathbf{gen}}={\left[\begin{array}{cccc}{x}_{gen,1}& \cdots & x_{gen,i}\cdots & x_{gen,N}\end{array}\right]}^T$作为式(1)所示问题的其中一个测试解
x g e n , j = r j ( x ‾ j − x ‾ j ) + x ‾ j , j ∈ { 1 , ⋯   , N } \begin{equation} x_{gen, j}=r_j \left(\overline{x}_j - \underline{x}_j \right) + \underline{x}_j, j ∈ \{ 1,\cdots, N \} \end{equation} xgen,j​=rj​(xj​−x​j​)+x​j​,j∈{1,⋯,N}​​

其中：$r_j$为$[0,1]$上满足特定概率分布的随机数，易得
x ‾ j ≤ x g e n , j ≤ ( x ‾ j − x ‾ j ) + x ‾ j = x ‾ j , j ∈ { 1 , ⋯   , N } \begin{equation} \underline{x}_j ≤ x_{gen, j} ≤ \left( \overline{x}_j - \underline{x}_j \right) + \underline{x}_j = \underline{x}_j, j ∈ \{ 1, \cdots, N \} \end{equation} x​j​≤xgen,j​≤(xj​−x​j​)+x​j​=x​j​,j∈{1,⋯,N}​​
但该随机数生成方法无法保证满足式(1)中的线性不等式约束。当生成的随机向量不满足式(1)中的线性不等式约束时，须通过将${\mathbf{x}}_{\mathbf{gen}}$修正为${\mathbf{x}}_{\mathbf{cor}}={\left[\begin{array}{ccccc}{x}_{cor,1}& \cdots & x_{cor,j}& \cdots & x_{cor,N}\end{array}\right]}^T$，使之既满足式(1)中的变量上下界约束，又满足式(1)中的线性不等式约束。
    博客《一种线性方程约束下生成随机数修正的一般性方法（上）》和一种线性方程约束下生成随机数修正的一般性方法（下）》通过将一般性方程转化为系数矩阵为行最简形矩阵形式下的矩阵方程，再根据$\mathbf{x}$中其余未知量$x_1,\cdots ,x_R$的取值范围，通过移项构造以待求随机向量$\mathbf{x}$中自由未知量$x_{R+1},\cdots ,x_N$为未知数的线性不等式，得出修正后的$x_{cor,R+1},\cdots ,x_{cor,N}$，最终得到剩余的$x_{cor,1},\cdots ,x_{cor,R}$。根据以上思路，恰可得到如下所示的线性不等式约束下随机数修正方法。

    情况1：若$x_{gen,1},\cdots ,x_{gen,N}$满足式(1)所示的所有线性不等式约束，则生成的随机向量即可直接作为式(1)所示问题的其中一个可行解，此时${\mathbf{x}}_{\mathbf{cor}}={\mathbf{x}}_{\mathbf{gen}}$。

    情况2：若$x_{gen,1},\cdots ,x_{gen,N}$不满足式(1)所示的约束条件，此时必然存在 k ∈ { 1 , ⋯   , R } k ∈ \{ 1, \cdots, R \} k∈{1,⋯,R}，使得$x_{gen,1},\cdots ,x_{gen,N}$无法满足式(1)中的第$k$个不等式约束，即：$\sum _{j=1}^N{a}_{k,j}{x}_{gen,j}>b_k$。此时，仍需分如下情况进行讨论，将${\mathbf{x}}_{\mathbf{gen}}$修正为${\mathbf{x}}_{\mathbf{cor}}$：

    情况2.1：若存在 k ∈ { 1 , ⋯   , N } k ∈ \{ 1, \cdots, N \} k∈{1,⋯,N}，使得$b_k<\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j$，则根据线性函数的单调性，显然无法在$\mathbf{x}$的取值范围内找到能够满足该线性不等式约束条件的随机向量，式(1)所示的线性不等式约束问题无解，因此无法将${\mathbf{x}}_{\mathbf{gen}}$修正为${\mathbf{x}}_{\mathbf{cor}}$。

    情况2.2：若对任意的 k ∈ { 1 , ⋯   , N } k ∈ \{ 1, \cdots, N \} k∈{1,⋯,N}，都有$b_k\ge \sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j$，则可依照博客《一种单线性方程约束下的生成随机数修正方法（结论与应用）》中的式(4)，将$x_{gen,1},\cdots ,x_{gen,N}$修正为$x_{cor,1},\cdots ,x_{cor,N}$
$$\begin{array}{c}{x}_{cor,j}=\{\begin{array}{ll}\frac{b_{cor,k}-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j\right)}{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\left(x_{gen,j}-{\underline{x}}_j\right)+{\underline{x}}_j& \left(a_{k,j}>0\right)\\ x_{gen,j}& \left(a_{k,j}=0\right)\\ \frac{b_{cor,k}-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j\right)}{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\left(x_{gen,j}-{\overline{x}}_j\right)+{\overline{x}}_j& \left(a_{k,j}<0\right)\end{array}\end{array}$$
其中：$b_{cor,k}=\sum _{j=1}^N{a}_{k,j}{x}_{cor,j}$，且满足
$$\begin{array}{c}\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j\le b_{cor,k}\le b_k\end{array}$$

    由博客《一种单线性方程约束下的生成随机数修正方法（结论与应用）》的讨论可知，修正后的$x_{cor,1},\cdots ,x_{cor,N}$既满足式(1)中的第$k$个不等式约束，又满足式(1)中对$x_1,\cdots ,x_j,\cdots ,x_N$的上下界约束，但无法保证满足式(1)中剩余的不等式约束。为使其满足所有约束条件，须将修正后的$x_{cor,1},\cdots ,x_{cor,N}$代入式(1)中剩余的不等式约束，并与式(5)联立，可知$b_{cor,k}$须满足
$$\begin{array}{c}{\underline{b}}_{cor,k}\le b_{cor,k}\le {\overline{b}}_{cor,k}\end{array}$$
其中：${\underline{b}}_{cor,k}$和${\overline{b}}_{cor,k}$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{b}}_{cor,k}& =\left(\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j\right)+\frac{\mathrm{sign}\left[\underset{i=1}{\overset{N}{\max }}{\underline{b}}_{cor,k}^{\prime }\left(i\right)\right]+1}{2}\times \underset{i=1}{\overset{R}{\max }}{\underline{b}}_{cor,k}^{\prime }\left(i\right)\\ {\overline{b}}_{cor,k}& =\left(\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}{\overline{x}}_j\right)-\frac{\mathrm{sign}\left[\underset{i=1}{\overset{N}{\min }}{\overline{b}}_{cor,k}^{\prime }\left(i\right)\right]-1}{2}\times \underset{i=1}{\overset{R}{\min }}{\overline{b}}_{cor,k}^{\prime }\left(i\right)\end{array}\end{array}$$

    情况2.2.1：当$\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)$与$\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)$同号时，${\underline{b}}_{cor,k}^{\prime }\left(i\right)$和${\overline{b}}_{cor,k}^{\prime }\left(i\right)$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{b}}_{cor,k}^{\prime }\left(i\right)& =\frac{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}{\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\times \left[\left(\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}{\overline{x}}_j\right)-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{i,j}{\overline{x}}_j+\sum _{j=1,a_{k,j}=0}^N{a}_{i,j}{x}_{gen,j}\right)\right]\\ {\overline{b}}_{cor,k}^{\prime }\left(i\right)& =\frac{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}{\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\times \left[b_i-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{i,j}{\overline{x}}_j+\sum _{j=1,a_{k,j}=0}^N{a}_{i,j}{x}_{gen,j}\right)\right]\end{array}\end{array}$$

    情况2.2.2：当$\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)$与$\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)$异号时，${\underline{b}}_{cor,k}^{\prime }\left(i\right)$和${\overline{b}}_{cor,k}^{\prime }\left(i\right)$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{b}}_{cor,k}^{\prime }\left(i\right)& =\frac{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}{\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\times \left[b_i-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{i,j}{\overline{x}}_j+\sum _{j=1,a_{k,j}=0}^N{a}_{i,j}{x}_{gen,j}\right)\right]\\ {\overline{b}}_{cor,k}^{\prime }\left(i\right)& =\frac{\sum _{j=1,a_{k,j}>0}^N{a}_{k,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{k,j}<0}^N{a}_{k,j}\left(x_{gen,j}-{\overline{x}}_j\right)}{\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}\left(x_{gen,j}-{\underline{x}}_j\right)+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}\left(x_{gen,j}-{\overline{x}}_j\right)}\times \left[\left(\sum _{j=1,a_{i,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{i,j}<0}^N{a}_{i,j}{\overline{x}}_j\right)-\left(\sum _{j=1,a_{k,j}>0}^N{a}_{i,j}{\underline{x}}_j+\sum _{j=1,a_{k,j}<0}^N{a}_{i,j}{\overline{x}}_j+\sum _{j=1,a_{k,j}=0}^N{a}_{i,j}{x}_{gen,j}\right)\right]\end{array}\end{array}$$

    显然，若$b_{cor,k}$不满足式(7)所示的约束条件，则必存在 i ∈ { 1 , ⋯   , N } i ∈ \{ 1, \cdots, N \} i∈{1,⋯,N}，使得$x_{cor,i}$不能满足式(1)中的不等式约束，进而无法将${\mathbf{x}}_{\mathbf{gen}}$修正为满足式(1)中所有约束条件的${\mathbf{x}}_{\mathbf{cor}}$。

MATLAB代码

linear_inequalities_constraints_correction函数

function [x_cor, correction_info] = linear_inequalities_constraints_correction(x_gen, lb, ub, A_ieq, b_ieq, ...
                                    max_runtime)
    % LINEAR_INEQUALITIES_CONSTRAINTS_CORRECTION  Correction onto generated random vector.
    %                                          A methodology of correction onto generated random vector,
    %                                          facilitating the corrected vector to range within variable
    %                                          boundaries and to meet linear constraints

    if ~exist('max_runtime', 'var')
        max_runtime = ceil(1000 / size(x_gen, 2));
    end

    M = size(A_ieq, 1);
    [N_D, N_P] = size(x_gen);
    
    b_ieq_lb = diag(A_ieq * ((A_ieq > 0)' .* lb + (A_ieq < 0)' .* ub));
    b_ieq_ub = min([diag(A_ieq * ((A_ieq > 0)' .* ub + (A_ieq < 0)' .* lb)), b_ieq], [], 2);
    
    if any(b_ieq < b_ieq_lb)
        x_cor = [];
        correction_info.is_feasible = false(1, N_P);
        correction_info.does_x_cor_exceed.by_bit = true(N_D, N_P);
        correction_info.does_x_cor_exceed.globally = true(1, N_P);
        correction_info.is_iequation_less_than_b.by_bit = false(M, N_P);
        correction_info.is_iequation_less_than_b.globally = false;

    else
        x_cor = x_gen;

        run = 0;
        while 1
            iEq_gen = A_ieq * x_gen;
            does_A_ieq_x_gen_exceed = (iEq_gen > b_ieq);
    
            for indi = 1:N_P
                if any(does_A_ieq_x_gen_exceed(:, indi))
                    flag_A_ieq_x_gen_exceed = find(does_A_ieq_x_gen_exceed(:, indi));
                    row_A_ieq_candi = flag_A_ieq_x_gen_exceed(randi(length(flag_A_ieq_x_gen_exceed)));
                    A_ieq_candi = A_ieq(row_A_ieq_candi, :);
                    Eq_candi_gen = A_ieq_candi * x_gen(:, indi);
                    b_ieq_k_lb = b_ieq_lb(row_A_ieq_candi, :);
                    b_ieq_k_ub = b_ieq_ub(row_A_ieq_candi, :);
                    delta_plus = A_ieq_candi * ((A_ieq_candi > 0)' .* (x_gen(:, indi) - lb) ...
                        + (A_ieq_candi < 0)' .* (x_gen(:, indi) - ub));
                    x_cor_base = zeros(N_D, 1);
    
                    if Eq_candi_gen > b_ieq_k_ub
                        b_eq_k_best = [b_ieq_k_lb + (delta_plus * (b_ieq_lb - A_ieq * ((A_ieq_candi > 0)' ...
                            .* lb + (A_ieq_candi < 0)' .* ub + (A_ieq_candi == 0)' .* x_gen(:, indi)))) ...
                            ./ (A_ieq * ((A_ieq_candi > 0)' .* (x_gen(:, indi) - lb) ...
                            + (A_ieq_candi < 0)' .* (x_gen(:, indi) - ub))), ...
                            b_ieq_k_lb + (delta_plus * (b_ieq_ub - A_ieq * ((A_ieq_candi > 0)' ...
                            .* lb + (A_ieq_candi < 0)' .* ub + (A_ieq_candi == 0)' .* x_gen(:, indi)))) ...
                            ./ (A_ieq * ((A_ieq_candi > 0)' .* (x_gen(:, indi) - lb) ...
                            + (A_ieq_candi < 0)' .* (x_gen(:, indi) - ub)))];
                        b_eq_k_min = max(min(b_eq_k_best, [], 2), [], 1);
                        b_eq_k_max = min(max(b_eq_k_best, [], 2), [], 1);
                        if b_eq_k_min <= b_eq_k_max
                            b_eq_k = b_eq_k_min + rand * (b_eq_k_max - b_eq_k_min);
                        else
                            b_eq_k = b_eq_k_best(row_A_ieq_candi, 1) + rand * (b_eq_k_best(row_A_ieq_candi, 2) ...
                                     - b_eq_k_best(row_A_ieq_candi, 1));
                        end
                        x_cor_base(A_ieq_candi > 0) = (((b_eq_k - b_ieq_k_lb) / delta_plus) ...
                                                      * (x_gen(A_ieq_candi > 0, indi) - lb(A_ieq_candi > 0)) ...
                                                      + lb(A_ieq_candi > 0))';
                        x_cor_base(A_ieq_candi == 0) = (x_gen(A_ieq_candi == 0))';
                        x_cor_base(A_ieq_candi < 0) = (((b_eq_k - b_ieq_k_lb) / delta_plus) ...
                                                      * (x_gen(A_ieq_candi < 0, indi) - ub(A_ieq_candi < 0)) ...
                                                      + ub(A_ieq_candi < 0))';
                    end
                    x_cor(:, indi) = x_cor_base;
                end
            end
    
            for indi = 1:N_P
                x_cor(abs(x_cor(:, indi) - lb) <= 1e-12, indi) = lb(abs(x_cor(:, indi) - lb) <= 1e-12);
                x_cor(abs(x_cor(:, indi) - ub) <= 1e-12, indi) = ub(abs(x_cor(:, indi) - ub) <= 1e-12);
            end
    
            correction_info.is_feasible = all((x_cor - lb >= -1e-12) & (x_cor - ub <= 1e-12)) ...
                                          & all((A_ieq * x_cor - b_ieq) <= 1e-12);
            correction_info.does_x_cor_exceed.by_bit = (x_cor - lb < -1e-12) | (x_cor - ub > 1e-12);
            correction_info.does_x_cor_exceed.globally = any((x_cor - lb < -1e-12) | (x_cor - ub > 1e-12));
            correction_info.is_iequation_less_than_b.by_bit = (A_ieq * x_cor - b_ieq) <= 1e-12;
            correction_info.is_iequation_less_than_b.globally = all((A_ieq * x_cor - b_ieq) <= 1e-12);

            run = run + 1;
            % Feasible, Theorem 5
            if all(correction_info.is_feasible)
                break;
            end
            % Infeasible, Theorems 4 & 5
            if ~any(correction_info.is_feasible) && run >= max_runtime
                x_cor = [];
                correction_info.is_feasible = false(1, N_P);
                correction_info.does_x_cor_exceed.by_bit = true(N_D, N_P);
                correction_info.does_x_cor_exceed.globally = true(1, N_P);
                correction_info.is_equation_equal_to_b.by_bit = false(M, N_P);
                correction_info.is_equation_equal_to_b.globally = false;
                break;
            end

            x_gen = x_cor; 
        end

    end

end

Problem 1

    对应博客 《一种单线性方程约束下的生成随机数修正方法（结论与应用）》的实例分析部分。

clear;
close all;
clc;

lb = [-3, -1, 2, -4, 0, 1, -6, -5]';
ub = [6, 4, 10, 8, 11, 3, 4, 4]';
x_gen = lb + rand(1, 100) .* (ub - lb);
A_eq = [6, -3, 1, 7, -5, 0, -3, 8];
b_eq = 12;

[x_cor, correction_info] = linear_inequalities_constraints_correction(x_gen, lb, ub, A_eq, b_eq);

Problem 2

    对应博客 《一种多线性方程约束下的生成随机数修正方法（上）》实例分析部分中的实例1。

clear;
close all;
clc;

lb = [-5, -3, -6, 0]';
ub = [7, 1, -2, 6]';
x_gen = lb + rand(1, 100) .* (ub - lb);
A_eq = [1, 1, 1, 1; 0, 2, 1, 1];
b_eq = [-1, 1]';

[x_cor, correction_info] = linear_inequalities_constraints_correction(x_gen, lb, ub, A_eq, b_eq);

Problem 3

    对应博客 《一种多线性方程约束下的生成随机数修正方法（上）》实例分析部分中的实例2。

clear;
close all;
clc;

lb = [-8, -15, -2, 0, -3, -10]';
ub = [9, 7, 4, 5, 8, 2]';
x_gen = lb + rand(1, 100) .* (ub - lb);
A_eq = [4, 3, 5, -7, 6, -8; -7, -4, 8, -5, 0, 1];
b_eq = [-2; 14];

[x_cor, correction_info] = linear_inequalities_constraints_correction(x_gen, lb, ub, A_eq, b_eq);

Problem 4

    对应博客 《一种多线性方程约束下的生成随机数修正方法（上）》和博客 《一种多线性方程约束下的生成随机数修正方法（下）》实例分析部分中的实例3。

clear;
close all;
clc;

lb = [-8, -15, -2, 1, -3, -10]';
ub = [9, 7, 11, 7, 8, 2]';
x_gen = lb + rand(1, 100) .* (ub - lb);
A_eq = [4, 3, 5, -7, 6, -8; -7, -4, 8, -5, 0, 8; 10, 3, -3, 6, -7, 2; 2, -3, -7, 5, -6, 3];
b_eq = [-2; 14; 9; -8];

[x_cor, correction_info] = linear_inequalities_constraints_correction(x_gen, lb, ub, A_eq, b_eq);

研究目标

    (1) 探究满足一般线性约束的生成随机数的修正方法；
    (2) 探究满足某些非线性约束的生成随机数修正方法；
    (3) 将生成随机数修正方法应用到基于启发式算法的优化问题求解中，使得启发式算法能够始终在优化问题的可行域中搜寻问题的解，从而加快启发式优化算法的收敛速度。