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Optimization of non‐unimodal systems
Author(s) -
Wang BiChong,
Luus Rein
Publication year - 1977
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620110805
Subject(s) - mathematical optimization , local optimum , boundary (topology) , feasible region , penalty method , relaxation (psychology) , mathematics , local search (optimization) , function (biology) , computer science , algorithm , psychology , mathematical analysis , social psychology , evolutionary biology , biology
Two direct search algorithms for the optimization of non‐unimodal systems are presented. One method is interior in nature by using boundary relaxation with pseudo one‐dimensional search in the feasible region; the other one is an exterior method which allows the violation of constraints followed by the use of a penalty function to drive the search back into the feasible region. These two methods are usually capable of leaving local optima to reach a better solution if such exists. The application of the proposed approaches to several non‐unimodal systems shows that they are better than the existing methods. The proposed methods are also attractive because of the ease of programming and the high probability of reaching the global optimum.