A new method for global optimization
This paper presents a new method for global optimization. We use exact quadratic regularization for the transformation of the multimodal problems to a problem of a maximum norm vector on a convex set. Quadratic regularization often allows you to convert a multimodal problem into a unimodal problem....
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| Format: | Article |
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EDP Sciences
2021-08-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | https://www.esaim-proc.org/articles/proc/pdf/2021/02/proc2107111.pdf |
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doaj-1c7c23feffc1477aa258c72689ffc9472021-09-02T09:29:22ZengEDP SciencesESAIM: Proceedings and Surveys2267-30592021-08-017112113010.1051/proc/202171121proc2107111A new method for global optimizationKosolap Anatolii0University of Chemical EngineeringThis paper presents a new method for global optimization. We use exact quadratic regularization for the transformation of the multimodal problems to a problem of a maximum norm vector on a convex set. Quadratic regularization often allows you to convert a multimodal problem into a unimodal problem. For this, we use the shift of the feasible region along the bisector of the positive orthant. We use only local search (primal-dual interior point method) and a dichotomy method for search of a global extremum in the multimodal problems. The comparative numerical experiments have shown that this method is very efficient and promising.https://www.esaim-proc.org/articles/proc/pdf/2021/02/proc2107111.pdf |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Kosolap Anatolii |
| spellingShingle |
Kosolap Anatolii A new method for global optimization ESAIM: Proceedings and Surveys |
| author_facet |
Kosolap Anatolii |
| author_sort |
Kosolap Anatolii |
| title |
A new method for global optimization |
| title_short |
A new method for global optimization |
| title_full |
A new method for global optimization |
| title_fullStr |
A new method for global optimization |
| title_full_unstemmed |
A new method for global optimization |
| title_sort |
new method for global optimization |
| publisher |
EDP Sciences |
| series |
ESAIM: Proceedings and Surveys |
| issn |
2267-3059 |
| publishDate |
2021-08-01 |
| description |
This paper presents a new method for global optimization. We use exact quadratic regularization for the transformation of the multimodal problems to a problem of a maximum norm vector on a convex set. Quadratic regularization often allows you to convert a multimodal problem into a unimodal problem. For this, we use the shift of the feasible region along the bisector of the positive orthant. We use only local search (primal-dual interior point method) and a dichotomy method for search of a global extremum in the multimodal problems. The comparative numerical experiments have shown that this method is very efficient and promising. |
| url |
https://www.esaim-proc.org/articles/proc/pdf/2021/02/proc2107111.pdf |
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AT kosolapanatolii anewmethodforglobaloptimization AT kosolapanatolii newmethodforglobaloptimization |
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