Refined EM Method for Solving Linearly Constrained Global Optimization Problems

2013 ◽  
pp. 69-90
Author(s):  
Lu Yu ◽  
Shu-Cherng Fang
Keyword(s):  
Global Optimization ◽  
Optimization Problems ◽  
Constrained Global Optimization ◽  
Em Method ◽  
Linearly Constrained

scholarly journals A new auxiliary function approach for inequality constrained global optimization problems

2019 ◽  
Vol 9 (3) ◽  
pp. 31-38
Author(s):  
Nurullah Yilmaz ◽  
Ahmet Sahiner
Keyword(s):  
Global Optimization ◽  
Penalty Function ◽  
Optimization Problems ◽  
Auxiliary Function ◽  
Exact Penalty Function ◽  
Function Approach ◽  
Exact Penalty ◽  
Constrained Global Optimization ◽  
Constrained Optimization Problems ◽  
Smooth Exact Penalty Function

In this study, we deal with the nonlinear constrained global optimization problems. First, we introduce a new smooth exact penalty function for constrained optimization problems. We combine the exact penalty function with the auxiliary function in regard to constrained global optimization. We present a new auxiliary function approach and the adapted algorithm for solving  non-linear inequality constrained global optimization problems. Finally, we illustrate the efficiency of the algorithm on some numerical examples.

Sign in / Sign up

Export Citation Format

Share Document