A Unified Phase I - Phase II Semi-Infinite Constrained Optimization Algorithm with a Varying Steering Parameter

가변의 조정변수를 갖는 복합된 1-2 단계 최적화 알고리즘

It is known that a unified phase I-phase II semi-infinite optimization algorithm with a steerign parameter performs better than the original unified phase I-phase II algorithm. In this paper, the effect of the steering parameter is analized and a new algorithm is presented based on the facts that when the point x is far away from the feasible region, reaching to the feasible region is more important than minimizing the cost functio and that when the point x is near the region, it is more efficient to try to reach the feasible region and to minimize the cost function concurrently. It is also important to consider the relationship between the feasible direction and the gradient of the cost function. Even though changing the steering parameter does not change the rate of convergence of the algorithm, it is shown from examples that given new algorithm is more efficient than the previous ones.