首页    期刊浏览 2024年11月30日 星期六
登录注册

文章基本信息

  • 标题:Generating $lpha $-dense curves in non-convex sets to solve a class of non-smooth constrained global optimization
  • 本地全文:下载
  • 作者:Rahal, Mohamed ; Abdelkader, Ziadi ; Rachid, Ellaia
  • 期刊名称:Croatian Operational Research Review
  • 印刷版ISSN:1848-0225
  • 出版年度:2019
  • 卷号:10
  • 期号:2
  • 页码:289-314
  • DOI:10.17535/crorr.2019.0024
  • 出版社:Croatian Operational Research Society
  • 摘要:

    This paper deals with the dimensionality reduction approach to study multi-dimensional constrained global optimization problems where the objective function is non-differentiable over a general compact set $D$ of $\mathbb{R}^{n}$ and H\"{o}lderian. The fundamental principle is to provide explicitly a parametric representation $x_{i}=\ell _{i}(t),1\leq i\leq n$ of $\alpha $-dense curve $\ell_{\alpha }$ in the compact $D$, for $t$ in an interval $\mathbb{I}$ of $\mathbb{R}$, which allows to convert the initial problem to a one dimensional H\"{o}lder unconstrained one. Thus, we can solve the problem by using an efficient algorithm available in the case of functions depending on a single variable. A relation between the parameter $\alpha $ of the curve $\ell _{\alpha }$ and the accuracy of attaining the optimal solution is given. Some concrete $\alpha $ dense curves in a non-convex feasible region $D$ are constructed. The numerical results show that the proposed approach is efficient.

  • 关键词:$α$-dense curves; constrained global optimization; non-smooth non-convex functions; H"{o}lder condition; Piyavskii’s algorithm
国家哲学社会科学文献中心版权所有