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| Titel: |
A new deterministic global optimization method for general twice-differentiable constrained nonlinear programming problems |
| Auteur: |
Park, Y. C. Chang, M. H. Lee, T.-Y. |
| Verschenen in: |
Engineering optimization |
| Paginering: | Jaargang 39 (2007) nr. 4 pagina's 397-411 |
| Jaar: |
2007-06 |
| Inhoud: |
A deterministic global optimization method that is applicable to general nonlinear programming problems composed of twice-differentiable objective and constraint functions is proposed. The method hybridizes the branch-and-bound algorithm and a convex cut function (CCF). For a given subregion, the difference of a convex underestimator that does not need an iterative local optimizer to determine the lower bound of the objective function is generated. If the obtained lower bound is located in an infeasible region, then the CCF is generated for constraints to cut this region. The cutting region generated by the CCF forms a hyperellipsoid and serves as the basis of a discarding rule for the selected subregion. However, the convergence rate decreases as the number of cutting regions increases. To accelerate the convergence rate, an inclusion relation between two hyperellipsoids should be applied in order to reduce the number of cutting regions. It is shown that the two-hyperellipsoid inclusion relation is determined by maximizing a quadratic function over a sphere, which is a special case of a trust region subproblem. The proposed method is applied to twelve nonlinear programming test problems and five engineering design problems. Numerical results show that the proposed method converges in a finite calculation time and produces accurate solutions. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 28 van 219 gevonden artikelen
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