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EnglishLipschitz 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 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.
A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints / Sergeev, Yaroslav; Kvasov, Dmitry; Khalaf, F.. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - 1:1(2007), pp. 85-99.
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| Titolo: | A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints | |
| Autori: | ||
| Data di pubblicazione: | 2007 | |
| Rivista: | ||
| Citazione: | A one-dimensional local tuning algorithm for solving GO problems with partially defined constraints / Sergeev, Yaroslav; Kvasov, Dmitry; Khalaf, F.. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - 1:1(2007), pp. 85-99. | |
| Handle: | http://hdl.handle.net/20.500.11770/144895 | |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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