Mathematics – Optimization and Control
Scientific paper
2011-07-26
Sergeyev Ya.D., Kvasov D.E., Khalaf F.M.H. (2007) A one-dimensional local tuning algorithm for solving GO problems with partia
Mathematics
Optimization and Control
15 pages, 5 figures, 4 tables
Scientific paper
Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified in an a priori given order fixed by the nature of the problem are studied. Moreover, if a constraint is not satisfied at a point, then the remaining constraints and the objective function can be undefined at this point. The constrained problem is reduced to a discontinuous unconstrained problem by the index scheme without introducing additional parameters or variables. A new geometric method using adaptive estimates of local Lipschitz constants is introduced. The estimates are calculated by using the local tuning technique proposed recently. Numerical experiments show quite a satisfactory performance of the new method in comparison with the penalty approach and a method using a priori given Lipschitz constants.
Khalaf Falah M. H.
Kvasov Dmitri E.
Sergeyev Yaroslav D.
No associations
LandOfFree
A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-94411