论在简化分支与边界中处理简化可行区域边界上的最小值

IF 1.6 3区 数学 Q2 MATHEMATICS, APPLIED
Boglárka G.-Tóth, Eligius M. T. Hendrix, Leocadio G. Casado, Frédéric Messine
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引用次数: 0

摘要

我们考虑的是单纯形分支与边界全局优化算法,其中搜索区域是一个单纯形。除了使用最长边分割外,还可以通过目标函数的单调性来减少单纯形分割集。如果目标函数在一个单纯形上存在单调性,那么根据可能包含最小值的面是否位于搜索区域的边界,我们可以完全删除单纯形,或将其缩小到一些边界面。我们的研究问题涉及寻找单调方向,以及在最长边分割和因单调性而缩减后,将简面标记为边界。实验结果显示了一组全局优化问题,其中可行集定义为一个单纯形,全局最小点位于单纯形可行区域的一个面上。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

On Dealing with Minima at the Border of a Simplicial Feasible Area in Simplicial Branch and Bound

On Dealing with Minima at the Border of a Simplicial Feasible Area in Simplicial Branch and Bound

We consider a simplicial branch and bound Global Optimization algorithm, where the search region is a simplex. Apart from using longest edge bisection, a simplicial partition set can be reduced due to monotonicity of the objective function. If there is a direction in which the objective function is monotone over a simplex, depending on whether the facets that may contain the minimum are at the border of the search region, we can remove the simplex completely, or reduce it to some of its border facets. Our research question deals with finding monotone directions and labeling facets of a simplex as border after longest edge bisection and reduction due to monotonicity. Experimental results are shown over a set of global optimization problems where the feasible set is defined as a simplex, and a global minimum point is located at a face of the simplicial feasible area.

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来源期刊
CiteScore
3.30
自引率
5.30%
发文量
149
审稿时长
9.9 months
期刊介绍: The Journal of Optimization Theory and Applications is devoted to the publication of carefully selected regular papers, invited papers, survey papers, technical notes, book notices, and forums that cover mathematical optimization techniques and their applications to science and engineering. Typical theoretical areas include linear, nonlinear, mathematical, and dynamic programming. Among the areas of application covered are mathematical economics, mathematical physics and biology, and aerospace, chemical, civil, electrical, and mechanical engineering.
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