Open AccessA robust algorithm for global optimization problems
Author(s) -
Lee Chang Kerk,
Gee-Choon Lau,
Shamsatun Nahar Ahmad,
Palaniappan Shamala,
Nurkhairany Amyra Mokhtar,
Tau Keong Ang
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1988/1/012055
Subject(s) - global optimization , convergence (economics) , descent (aeronautics) , mathematical optimization , interval (graph theory) , regular polygon , property (philosophy) , mathematics , computer science , algorithm , engineering , combinatorics , geometry , philosophy , epistemology , aerospace engineering , economics , economic growth
In this paper, a global optimization algorithm namely Kerk and Rohanin’s Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find the convex part within the non-convex feasible region. This algorithm has descent property and global convergence. The numerical results have shown the algorithm has an outstanding capability in locating global minimizers.