Non-convex global optimization by the beta algorithm: A MAPLE code

被引:2
|
作者
Delgado Pineda, M. [1 ]
机构
[1] Univ Nacl Educ Distancia, Fac Ciencias, Dept Matemat Fundamentales, E-28040 Madrid, Spain
关键词
Global optimization; Beta algorithm; Cubic algorithm; Numerical methods;
D O I
10.1016/j.na.2005.01.077
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A variant of the beta algorithm based on cubic algorithm (Math. Comput. Modelling 38 (2003) 77-97) is presented for global optimization of continuous functions over general compact robust sets. This is a set-monotonic algorithm over non-convex, disconnected set not satisfying any qualification constraint other than being compact and robust. On this basis, a MAPLE code is developed for full global optimization of functions of n variables. The code does not create ill-conditioned situations. Graphics are included, and the solution set can be visualized in projections on coordinate planes. The code is ready for engineering applications. Results of numerical experiments are presented, with graphs, to illustrate the use of the code. (C) 2005 Published by Elsevier Ltd.
引用
收藏
页码:E769 / E777
页数:9
相关论文
共 50 条
  • [41] Robust Optimization for Non-Convex Objectives
    Chen, Robert
    Lucier, Brendan
    Singer, Yaron
    Syrgkanis, Vasilis
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 30 (NIPS 2017), 2017, 30
  • [42] EXISTENCE THEOREMS IN NON-CONVEX OPTIMIZATION
    AUBERT, G
    TAHRAOUI, R
    APPLICABLE ANALYSIS, 1984, 18 (1-2) : 75 - 100
  • [43] CLASS OF NON-CONVEX OPTIMIZATION PROBLEMS
    HIRCHE, J
    TAN, HK
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1977, 57 (04): : 247 - 253
  • [44] MAPLE code for the gamma algorithm for global optimization of uncertain functions in economy and finance
    Delgado Pineda, M.
    Galperin, E. A.
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2010, 59 (08) : 2951 - 2963
  • [45] Accelerated algorithms for convex and non-convex optimization on manifolds
    Lin, Lizhen
    Saparbayeva, Bayan
    Zhang, Michael Minyi
    Dunson, David B.
    MACHINE LEARNING, 2025, 114 (03)
  • [46] Convex and Non-convex Optimization Under Generalized Smoothness
    Li, Haochuan
    Qian, Jian
    Tian, Yi
    Rakhlin, Alexander
    Jadbabaie, Ali
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,
  • [47] Algorithm for Solution of Non-convex Optimization Problem through Piece-wise Convex Transformation
    Kerk, Lee Chang
    Ahamd, Rohanin
    MATEMATIKA, 2018, 34 (02) : 381 - 392
  • [48] Checking the Sufficiently Scattered Condition Using a Global Non-Convex Optimization Software
    Gillis, Nicolas
    Luce, Robert
    IEEE SIGNAL PROCESSING LETTERS, 2024, 31 : 1610 - 1614
  • [49] Distributed Stochastic Gradient Tracking Algorithm With Variance Reduction for Non-Convex Optimization
    Jiang, Xia
    Zeng, Xianlin
    Sun, Jian
    Chen, Jie
    IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2023, 34 (09) : 5310 - 5321
  • [50] Accelerated Zeroth-Order Algorithm for Stochastic Distributed Non-Convex Optimization
    Zhang, Shengjun
    Bailey, Colleen P.
    2022 AMERICAN CONTROL CONFERENCE, ACC, 2022, : 4274 - 4279