This paper considers the nonlinearly constrained continuous global minimization problem. Based on the idea of the penalty function method, an auxiliary function, which has approximately the same global minimizers as the original problem, is constructed. An algorithm is developed to minimize the auxi
An electromagnetism-like method for nonlinearly constrained global optimization
โ Scribed by M.M. Ali; M. Golalikhani
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 224 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0898-1221
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โฆ Synopsis
We propose an electromagnetism-like (EM) method for constrained global optimization. The method is a modified version of the unconstrained EM method. We introduce the charge calculation of a point based on both the function value and the total constraint violations. Hence, the calculation of the total force vector is different from the original EM method. The new method is not penalty function-based and therefore the difficulty with the choice of the penalty parameter value does not arise. We have tested our method on a set of 13 benchmark test problems. Results obtained are compared with those from some recent algorithms. The comparisons show that our proposed method is suitable for solving constrained optimization problems.
๐ SIMILAR VOLUMES
In this paper, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a h