Index Information Algorithm with Local Tuning for Solving Multidimensional Global Optimization Problems with Multiextremal Constraints

Autor:	Sergeyev, Yaroslav D., Pugliese, Paolo, Famularo, Domenico
Rok vydání:	2011
Předmět:	Mathematics - Optimization and Control Computer Science - Numerical Analysis Mathematics - Numerical Analysis Physics - Computational Physics 65K05 90C26
Zdroj:	Mathematical Programming, Ser. A, 96 (2003) 489-512
Druh dokumentu:	Working Paper
DOI:	10.1007/s10107-003-0372-z
Popis:	Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust nonconvex subregions are considered. Both the objective function and the constraints may be partially defined. To solve such problems an algorithm is proposed, that uses Peano space-filling curves and the index scheme to reduce the original problem to a H\"{o}lder one-dimensional one. Local tuning on the behaviour of the objective function and constraints is used during the work of the global optimization procedure in order to accelerate the search. The method neither uses penalty coefficients nor additional variables. Convergence conditions are established. Numerical experiments confirm the good performance of the technique. Comment: 29 pages, 5 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1103.3390 Zobrazit plný text záznamu View this record from Arxiv