A robust algorithm for global optimization problems
In this paper, a global optimization algorithm namely Kerk and Rohanin's Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find t...
| Published in: | Journal of Physics: Conference Series |
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| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
IOP Publishing Ltd
2021
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114209193&doi=10.1088%2f1742-6596%2f1988%2f1%2f012055&partnerID=40&md5=f8ff6f46ccab2471a710db856ce64eeb |
| Summary: | In this paper, a global optimization algorithm namely Kerk and Rohanin's Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find the convex part within the non-convex feasible region. This algorithm has descent property and global convergence. The numerical results have shown the algorithm has an outstanding capability in locating global minimizers. © Published under licence by IOP Publishing Ltd. |
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| ISSN: | 17426588 |
| DOI: | 10.1088/1742-6596/1988/1/012055 |