• Kyungpook Mathematical Journal
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• 제64권1호
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• pp.95-111
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• 2024

The filled function method is useful in solving unconstrained global optimization problems. However, depending on the type of function, and parameters used, there are limitations that cause difficultiies in implemenations. Exponential and logarithmic functions lead to the overflow effect, requiring iterative adjustment of the parameters. This paper proposes a polynomial-filled function that has a general form, is non-exponential, nonlogarithmic, non-parameteric, and continuously differentiable. With this newly proposed filled function, the aforementioned shortcomings of the filled function method can be overcome. To confirm the superiority of the proposed filled function algorithm, we apply it to a set of unconstrained global optimization problems. The data derived by numerical implementation shows that the proposed filled function can be used as an alternative algorithm when solving unconstrained global optimization problems.

• Journal of applied mathematics & informatics
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• 제22권1_2호
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• pp.193-208
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• 2006

A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.195-205
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• 2004

To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions.

• Journal of applied mathematics & informatics
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• 제24권1_2호
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• pp.325-331
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• 2007

To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.

• Journal of applied mathematics & informatics
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• 제17권1_2_3호
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• pp.401-418
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• 2005

In this paper, a dual algorithm, based on a smoothing function of Bertsekas (1982), is established for solving unconstrained minimax problems. It is proven that a sequence of points, generated by solving a sequence of unconstrained minimizers of the smoothing function with changing parameter t, converges with Q-superlinear rate to a Kuhn-Thcker point locally under some mild conditions. The relationship between the condition number of the Hessian matrix of the smoothing function and the parameter is studied, which also validates the convergence theory. Finally the numerical results are reported to show the effectiveness of this algorithm.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2000년도 하계학술대회 논문집 B
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• pp.744-746
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• 2000

This paper presents an optimum design of a linear induction motor(LIM) using genetic algorithm(GA). Sequential unconstrained minimization technique(SUMT) is used to transform the nonlinear optimization with constraints to a simple unconstrained problem. The objective functions of LIM such as trust, weight are optimized and the result was applied to the design of linear induction pump.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.311-319
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• 2007

This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation $B_k+1{^s}_k=yk\;where\;y_k^*=yk+A_ks_k\;and\;A_k$ is a matrix. Wei, Li and Qi [WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule.

• Journal of applied mathematics & informatics
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• 제22권1_2호
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• pp.461-466
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• 2006

In this paper, an algorithm with a new Armijo-type line search is proposed that ensure global convergence of a correlative Polak-Ribiere conjugate method for the unconstrained minimization of non-convex differentiable function.

• Journal of applied mathematics & informatics
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• 제30권5_6호
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• pp.759-772
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• 2012

In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.

• 한국경영과학회지
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• 제30권4호
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• pp.61-70
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• 2005

In this Paper, we develop an improved branch and bound algorithm for the (un)weighted unconstrained two-dimensional cutting problem. In the proposed algorithm, we improve the branching strategies of the existing exact algorithm and reduce the size of problem by removing the dominated pieces from the problem. We apply the newly Proposed definition of dominated cutting pattern and it can reduce the number of nodes that must be searched during the algorithm procedure. The efficiency of the proposed algorithm is presented through comparison with the exact algorithm known as the most efficient.