Univariate Algorithms for Solving Global Optimization Problems with Multiextremal Non-differentiable Constraints

Yaroslav D. Sergeyev (), Falah M. H. Khalaf () and Dmitri E. Kvasov ()
Additional contact information
Yaroslav D. Sergeyev: University of Calabria
Falah M. H. Khalaf: University of Calabria
Dmitri E. Kvasov: N.I. Lobatchevsky State University

A chapter in Models and Algorithms for Global Optimization, 2007, pp 123-140 from Springer

Abstract: Summary In this chapter, Lipschitz univariate constrained global optimization problems where both the objective function and constraints can be multiextremal and non-differentiable are considered. The constrained problem is reduced to a discontinuous unconstrained problem by the index scheme without introducing additional parameters or variables. It is shown that the index approach proposed by R.G. Strongin for solving these problems in the framework of stochastic information algorithms can be successfully extended to geometric algorithms constructing non-differentiable discontinuous minorants for the reduced problem. A new geometric method using adaptive estimates of Lipschitz constants is described and its convergence conditions are established. Numerical experiments including comparison of the new algorithm with methods using penalty approach are presented.

Keywords: Global optimization; multiextremal constraints; geometric algorithms; index scheme (search for similar items in EconPapers)
Date: 2007
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-0-387-36721-7_8

Ordering information: This item can be ordered from
http://www.springer.com/9780387367217

DOI: 10.1007/978-0-387-36721-7_8

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().