DocumentCode :
120136
Title :
Fractional and Trigonal Deviation Integral Approaches for Constrained Global Minimization
Author :
Yirong Yao ; Sihao Chen ; Quan Zheng
Author_Institution :
Dept. of Mathmatics, Shanghai Univ., Shanghai, China
fYear :
2014
fDate :
4-6 July 2014
Firstpage :
252
Lastpage :
256
Abstract :
In this paper, our main work is to study and solve the constrained global optimization problem with fractional and trigonal deviation integral and penalty technique. Furthermore we examine the penalty optimality condition and fractional and trigonal penalty deviation integral algorithm for constrained global optimization problem. Combining the Monte-Carlo technique, we analyse specific examples for discontinuous objective function with n = 100 variables. Numerical tests show that the algorithm is effective.
Keywords :
Monte Carlo methods; integral equations; minimisation; Monte-Carlo technique; constrained global minimization; constrained global optimization problem; discontinuous objective function; fractional penalty deviation integral algorithm; numerical analysis; penalty optimality condition; trigonal penalty deviation integral algorithm; Algorithm design and analysis; Extraterrestrial measurements; Linear programming; Minimization; Monte Carlo methods; Optimization; Robustness; Constrained global optimization; Fractional deviation integral; Robust analysis; Trigonal deviation integral;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computational Sciences and Optimization (CSO), 2014 Seventh International Joint Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4799-5371-4
Type :
conf
DOI :
10.1109/CSO.2014.54
Filename :
6923679
Link To Document :
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