Mathematics – Optimization and Control
Scientific paper
2011-03-19
Journal of Global Optimization, 21(3) (2001) 317-341
Mathematics
Optimization and Control
26 pages, 5 figures
Scientific paper
In this paper, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal are considered. The constrained problem is reduced to a discontinuous unconstrained problem by the index scheme without introducing additional parameters or variables. A Branch-and-Bound method that does not use derivatives for solving the reduced problem is proposed. The method either determines the infeasibility of the original problem or finds lower and upper bounds for the global solution. Not all the constraints are evaluated during every iteration of the algorithm, providing a significant acceleration of the search. Convergence conditions of the new method are established. Test problems and extensive numerical experiments are presented.
Famularo Domenico
Pugliese Paolo
Sergeyev Yaroslav D.
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