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2020 | OriginalPaper | Buchkapitel

Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization

verfasst von : M. Fernanda P. Costa, Ana Maria A. C. Rocha, Edite M. G. P. Fernandes

Erschienen in: Numerical Computations: Theory and Algorithms

Verlag: Springer International Publishing

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Abstract

This paper addresses the problem of solving a constrained global optimization problem using a modification of the DIRECT method that incorporates the filter methodology to simultaneously minimize the objective function and the constraints violation. Thus, in the “Selection” step of the herein proposed DIRECT-filter algorithm, the hyperrectangles are classified in four categories and subsequently handled separately. The new algorithm also imposes upper bounds on the objective function and constraints violation aiming to discard some hyperrectangles from the process of identifying the potentially optimal ones. A heuristic to avoid the exploration of the hyperrectangles that have been mostly divided is also implemented. Preliminary numerical experiments are carried out to show the effectiveness of the imposed upper bounds on the objective and violation as well as the goodness of the heuristic.

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Vorheriges Kapitel A New Syntax for Diagrammatic Logic: A Generic Figures Approach

Nächstes Kapitel The Approximate Synthesis of Optimal Control for Heterogeneous Discrete Systems with Intermediate Criteria

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Titel: Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization
verfasst von: M. Fernanda P. Costa
Ana Maria A. C. Rocha
Edite M. G. P. Fernandes
Verlag: Springer International Publishing
Buch: Numerical Computations: Theory and Algorithms
Print ISBN: 978-3-030-40615-8

Electronic ISBN: 978-3-030-40616-5

Copyright-Jahr: 2020
DOI: https://doi.org/10.1007/978-3-030-40616-5_5

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