DocumentCode :
504168
Title :
Constrained optimization using the chaotic Lagrangian method and the simultaneous perturbation gradient approximation
Author :
Okamoto, Takashi ; Hirata, Hironori
Author_Institution :
Grad. Sch. of Eng., Chiba Univ., Chiba, Japan
fYear :
2009
fDate :
18-21 Aug. 2009
Firstpage :
741
Lastpage :
746
Abstract :
As one of the global optimization methods to solve constrained optimization problems, we have proposed a chaotic Lagrangian method which utilizes chaotic search trajectories generated in a coupled gradient dynamics with respect to the augmented Lagrangian. We have confirmed the global search capability of the chaotic Lagrangian method. However, the chaotic Lagrangian method cannot be applied to a class of problems whose objective function is indifferentiable, because the chaotic Lagrangian method uses the gradient as a driving force. In this study, we introduce the simultaneous perturbation gradient approximation into the chaotic Lagrangian method in order to compute the gradient approximately.
Keywords :
approximation theory; gradient methods; optimisation; chaotic Lagrangian method; chaotic search trajectories; constrained optimization; simultaneous perturbation gradient approximation; Chaos; Constraint optimization; Electronic mail; Equations; Lagrangian functions; Optimization methods; Sampling methods; Chaos; Constrained Optimization; Global Optimization; Lagrangian Method; Simultaneous Perturbation Gradient Approximation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
ICCAS-SICE, 2009
Conference_Location :
Fukuoka
Print_ISBN :
978-4-907764-34-0
Electronic_ISBN :
978-4-907764-33-3
Type :
conf
Filename :
5332841
Link To Document :
بازگشت