An Algorithm for Global Optimization Using Formula Manupulation

• 作者: Fumihiko Yano Tsutomu Shohdohji
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Global Optimization LIPSCHITZ CONSTANT LIPSCHITZ Condition BRANCH-AND-BOUND ALGORITHM FORMULA MANIPULATION
• 年，卷（期）: 2012,（11）
• 页码范围: 1601-1606
• 页数: 6页
• 分类号: O1

摘要

Constrained nonlinear optimization problems are well known as very difficult problems. In this paper, we present a new algorithm for solving such problems. Our proposed algorithm combines the Branch-and-Bound algorithm and Lipschitz constant to limit the search area effectively;this is essential for solving constrained nonlinear optimization problems. We obtain a more appropriate Lipschitz constant by applying the formula manipulation system of each divided area. Therefore, we obtain a better approximate solution without using a lot of searching points. The efficiency of our proposed algorithm has been shown by the results of some numerical experiments.