• Title/Summary/Keyword: Unconstrained algorithm

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Polynomial-Filled Function Algorithm for Unconstrained Global Optimization Problems

  • Salmah;Ridwan Pandiya
    • Kyungpook Mathematical Journal
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    • v.64 no.1
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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.

A TYPE OF MODIFIED BFGS ALGORITHM WITH ANY RANK DEFECTS AND THE LOCAL Q-SUPERLINEAR CONVERGENCE PROPERTIES

  • Ge Ren-Dong;Xia Zun-Quan;Qiang Guo
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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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.

GLOBAL CONVERGENCE PROPERTIES OF THE MODIFIED BFGS METHOD ASSOCIATING WITH GENERAL LINE SEARCH MODEL

  • Liu, Jian-Guo;Guo, Qiang
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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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.

GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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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.

A DUAL ALGORITHM FOR MINIMAX PROBLEMS

  • HE SUXIANG
    • Journal of applied mathematics & informatics
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    • v.17 no.1_2_3
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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.

Optimum Design of a Linear Induction Motor for Electromagnetic Pump using Genetic Algorithm (유전알고리즘을 이용한 전자기 펌프용 선형유도전동기의 최적설계)

  • Kim, Chang-Eob;Hong, Sung-Ok
    • Proceedings of the KIEE Conference
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    • 2000.07b
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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.

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GLOBAL CONVERGENCE PROPERTIES OF TWO MODIFIED BFGS-TYPE METHODS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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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.

CONVERGENCE PROPERTIES OF A CORRELATIVE POLAK-RIBIERE CONJUGATE GRADIENT METHOD

  • Hu Guofang;Qu Biao
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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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.

A SUPERLINEAR $\mathcal{VU}$ SPACE-DECOMPOSITION ALGORITHM FOR SEMI-INFINITE CONSTRAINED PROGRAMMING

  • Huang, Ming;Pang, Li-Ping;Lu, Yuan;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
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    • v.30 no.5_6
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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.

An Improved Best-First Branch and Bound Algorithm for Unconstrained Two-Dimensional Cutting Problems (무제한 2차원 절단문제에 대해 개선된 최적-우선 분지한계 해법)

  • Yoon Ki-Seop;Bang Sung-Kyu;Kang Maing-Kyu
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.4
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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.