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