Mixed integer optimization using the quasi-chaotic optimization with the discrete simultaneous perturbation stochastic approximation

In this study, we propose a new optimization method based on the quasi-chaotic optimization method for constrained mixed integer optimization problems. The quasi-chaotic optimization method has been proposed recently as a new global optimization method for unconstrained optimization problems. Its superior global search capability has been confirmed in high dimensional optimization problems. The proposed method deals with discrete variables by the discrete simultaneous perturbation stochastic approximation technique. The proposed method deals with constraint conditions by the exact penalty method. Then, we confirm effectiveness of the proposed method through applications to the unconstrained discrete optimization problems and the pressure vessel design problem.