Skip to main content

2020 | OriginalPaper | Buchkapitel

On a Global Search in D.C. Optimization Problems

verfasst von : Alexander S. Strekalovsky

Erschienen in: Optimization and Applications

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

This paper addresses the nonconvex optimization problem with the cost function and equality and inequality constraints given by d.c. functions. The original problem is reduced to a problem without constraints by means of the exact penalization techniques. Furthermore, the penalized problem is presented as a d.c. minimization problem. For the latter problem, we apply the global optimality conditions (GOCs), which possess the so-called constructive (algorithmic) property. These new GOCs are generalized for the minimizing sequences, and a theoretical method is developed. Based on this theoretical foundation, a new global search scheme is designed for the auxiliary (penalized) and original problems, the convergence of which is one of the new results of the work.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
2.
Zurück zum Zitat Burke, J.: An exact penalization viewpoint of constrained optimization. SIAM J. Control Optim. 29, 968–998 (1991)MathSciNetCrossRef Burke, J.: An exact penalization viewpoint of constrained optimization. SIAM J. Control Optim. 29, 968–998 (1991)MathSciNetCrossRef
3.
Zurück zum Zitat Byrd, R., Lopez-Calva, G., Nocedal, J.: A line search exact penalty method using steering rules. Math. Program. Ser. A 133, 39–73 (2012)MathSciNetCrossRef Byrd, R., Lopez-Calva, G., Nocedal, J.: A line search exact penalty method using steering rules. Math. Program. Ser. A 133, 39–73 (2012)MathSciNetCrossRef
4.
Zurück zum Zitat Demyanov, V.F.: Extremum’s Conditions and Variational Calculus. High School Edition, Moscow (2005). (in Russian) Demyanov, V.F.: Extremum’s Conditions and Variational Calculus. High School Edition, Moscow (2005). (in Russian)
5.
Zurück zum Zitat Di Pillo, G., Lucidi, S., Rinaldi, F.: An approach to constrained global optimization based on exact penalty functions. J. Glob. Optim. 54, 251–260 (2012)MathSciNetCrossRef Di Pillo, G., Lucidi, S., Rinaldi, F.: An approach to constrained global optimization based on exact penalty functions. J. Glob. Optim. 54, 251–260 (2012)MathSciNetCrossRef
6.
Zurück zum Zitat Di Pillo, G., Lucidi, S., Rinaldi, F.: A derivative-free algorithm for constrained global optimization based on exact penalty functions. J. Optim. Theory Appl. 164, 862–882 (2015)MathSciNetCrossRef Di Pillo, G., Lucidi, S., Rinaldi, F.: A derivative-free algorithm for constrained global optimization based on exact penalty functions. J. Optim. Theory Appl. 164, 862–882 (2015)MathSciNetCrossRef
7.
Zurück zum Zitat Eremin, I.: The penalty method in convex programming. Sov. Math. Dokl. 8, 459–462 (1966)MATH Eremin, I.: The penalty method in convex programming. Sov. Math. Dokl. 8, 459–462 (1966)MATH
8.
Zurück zum Zitat Floudas, C.A., Pardalos, P.M.: Frontiers in Global Optimization. Kluwer Academic Publishers, Dordrecht (2004)CrossRef Floudas, C.A., Pardalos, P.M.: Frontiers in Global Optimization. Kluwer Academic Publishers, Dordrecht (2004)CrossRef
9.
Zurück zum Zitat Gruzdeva, T.V., Strekalovskiy, A.S.: On solving the sum-of-ratios problem. Appl. Math. Comput. 318, 260–269 (2018)MathSciNetMATH Gruzdeva, T.V., Strekalovskiy, A.S.: On solving the sum-of-ratios problem. Appl. Math. Comput. 318, 260–269 (2018)MathSciNetMATH
10.
Zurück zum Zitat Han, S., Mangasarian, O.: Exact penalty functions in nonlinear programming. Math. Program. 17, 251–269 (1979)MathSciNetCrossRef Han, S., Mangasarian, O.: Exact penalty functions in nonlinear programming. Math. Program. 17, 251–269 (1979)MathSciNetCrossRef
17.
Zurück zum Zitat Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)CrossRef Rockafellar, R.T.: Convex Analysis. Princeton University Press, Princeton (1970)CrossRef
19.
Zurück zum Zitat Strekalovsky, A.S.: Elements of Nonconvex Optimization. Nauka, Novosibirsk (2003). (in Russian) Strekalovsky, A.S.: Elements of Nonconvex Optimization. Nauka, Novosibirsk (2003). (in Russian)
21.
Zurück zum Zitat Strekalovsky, A.S.: On local search in D.C. optimization problems. Appl. Math. Comput. 255, 73–83 (2015)MathSciNetMATH Strekalovsky, A.S.: On local search in D.C. optimization problems. Appl. Math. Comput. 255, 73–83 (2015)MathSciNetMATH
22.
Zurück zum Zitat Strekalovsky, A.S.: Global optimality conditions in nonconvex optimization. J. Optim. Theory Appl. 173, 770–792 (2017)MathSciNetCrossRef Strekalovsky, A.S.: Global optimality conditions in nonconvex optimization. J. Optim. Theory Appl. 173, 770–792 (2017)MathSciNetCrossRef
23.
24.
Zurück zum Zitat Strekalovsky, A.S.: New global optimality conditions in a problem with D.C. constraints. Tr. Inst. Mat. i Mekhaniki UrO RAN 25(1), 245–261 (2019) Strekalovsky, A.S.: New global optimality conditions in a problem with D.C. constraints. Tr. Inst. Mat. i Mekhaniki UrO RAN 25(1), 245–261 (2019)
25.
Zurück zum Zitat Strekalovsky, A.S., Minarchenko, I.M.: A local search method for optimization problem with D.C. inequality constraints. Appl. Math. Modell. 58, 229–244 (2018)MathSciNetCrossRef Strekalovsky, A.S., Minarchenko, I.M.: A local search method for optimization problem with D.C. inequality constraints. Appl. Math. Modell. 58, 229–244 (2018)MathSciNetCrossRef
26.
Zurück zum Zitat Strongin, R.G., Sergeyev, Y.D.: Global Optimization with Non-convex Constraints: Sequential and Parallel Algorithms. Kluwer Academic Publishers, Dordrecht (2000)CrossRef Strongin, R.G., Sergeyev, Y.D.: Global Optimization with Non-convex Constraints: Sequential and Parallel Algorithms. Kluwer Academic Publishers, Dordrecht (2000)CrossRef
27.
Zurück zum Zitat Tuy, H.: D.C. optimization: theory, methods and algorithms. In: Horst, R., Pardalos, P.M. (eds.) Handbook of Global Optimization, pp. 149–216. Kluwer Academic Publisher, Dordrecht (1995)MATH Tuy, H.: D.C. optimization: theory, methods and algorithms. In: Horst, R., Pardalos, P.M. (eds.) Handbook of Global Optimization, pp. 149–216. Kluwer Academic Publisher, Dordrecht (1995)MATH
28.
Zurück zum Zitat Vasiliev, F.P.: Optimization Methods. Factorial Press, Moscow (2002). (in Russian) Vasiliev, F.P.: Optimization Methods. Factorial Press, Moscow (2002). (in Russian)
Metadaten
Titel
On a Global Search in D.C. Optimization Problems
verfasst von
Alexander S. Strekalovsky
Copyright-Jahr
2020
DOI
https://doi.org/10.1007/978-3-030-38603-0_17