Constrained optimization using the chaotic Lagrange quasi-Newton method - A basic study of its search trajectory and its search capability

In this study, we propose a new global optimization method for nonlinear constrained optimization problem that utilises the chaotic search trajectory generated from the Lagrange quasi-Newton dynamics. Specifically, the chaotic search trajectory that can be utilized global search is generated through destabilization of the Lagrange quasi-Newton dynamics based on the scenario similar to the scenario used in the chaotic optimization method for the unconstrained optimization problem. Then, we propose a multi-point type search method in which the chaotic search trajectory is utilized. We confirm the effectiveness of the proposed method through applications to several benchmark problems.