A new approach for non-convex optimisation problems applied to Hump and benchmark functions

Fadila Leslous, Mouloud Goubi and Mohand Ouanes

International Journal of Mathematics in Operational Research, 2023, vol. 25, issue 3, 323-342

Abstract: A new approach for solving multivariate global optimisation problems with a single objective function or multiobjective functions. Our method consists in reducing the multivariate case to the univariate case and then we solve an univariate global optimisation problem over an interval of ℝ. To do this, a change of variables combined with algebraic tools and Newton method are used. An algorithm is derived to find a global optimal solution of the original problem.

Keywords: multi-objective optimisation; global optimisation; Hump functions; non-convex optimisation; Newton algorithm. (search for similar items in EconPapers)
Date: 2023
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