A new auxiliary function method for general constrained global optimization
- Authors: Wu, Zhiyou , Bai, Fusheng , Yang, Yongjian , Mammadov, Musa
- Date: 2013
- Type: Text , Journal article
- Relation: Optimization Vol. 62, no. 2 (2013), p. 193-210
- Full Text:
- Reviewed:
- Description: In this article, we first propose a method to obtain an approximate feasible point for general constrained global optimization problems (with both inequality and equality constraints). Then we propose an auxiliary function method to obtain a global minimizer or an approximate global minimizer with a required precision for general global optimization problems by locally solving some unconstrained programming problems. Some numerical examples are reported to demonstrate the efficiency of the present optimization method. © 2013 Taylor & Francis.
- Description: 2003011103
Global Optimality Conditions and Optimization Methods for Quadratic Knapsack Problems
- Authors: Wu, Zhiyou , Yang, Y. J. , Bai, Fusheng , Mammadov, Musa
- Date: 2011
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 151, no. 2 (2011), p. 241-259
- Full Text: false
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- Description: The quadratic knapsack problem (QKP) maximizes a quadratic objective function subject to a binary and linear capacity constraint. Due to its simple structure and challenging difficulty, it has been studied intensively during the last two decades. This paper first presents some global optimality conditions for (QKP), which include necessary conditions and sufficient conditions. Then a local optimization method for (QKP) is developed using the necessary global optimality condition. Finally a global optimization method for (QKP) is proposed based on the sufficient global optimality condition, the local optimization method and an auxiliary function. Several numerical examples are given to illustrate the efficiency of the presented optimization methods. © 2011 Springer Science+Business Media, LLC.
A filled function method for constrained nonlinear equations
- Authors: Bai, Fusheng , Mammadov, Musa , Wu, Zhiyou , Yang, Yongjian
- Date: 2008
- Type: Text , Journal article
- Relation: Pacific Journal of Optimization Vol. 4, no. 1 (Jan 2008), p. 9-18
- Full Text: false
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- Description: We consider the problem of solving a constrained system of nonlinear equations. After reformulating the system into an equivalent constrained global optimization problems, we construct a filled function based on a special property of the reformulated problem. A filled function method is then proposed to solve the constrained system of nonlinear equations. Some numerical examples are presented to illustrate the usefulness of the present techniques.
- Description: C1
An auxiliary function method for constrained systems of nonlinear equations
- Authors: Wu, Zhiyou , Bai, Fusheng , Mammadov, Musa
- Date: 2008
- Type: Text , Conference paper
- Relation: Paper presented at 20th EURO Mini Conference: Continuous Optimization and Knowledge-Based Technologies, EurOPT-2008, Neringa, Lithuania : 20th-23rd May 2008 p. 259-265
- Full Text: false
- Description: In this paper, we propose an auxiliary function method to solve constrained systems of nonlinear equations. By introducing an auxiliary function, an unconstrained (box-constrained) optimization problem is constructed for a given constrained system of nonlinear equations. It is shown that any local minimizer of the constructed unconstrained optimization problem is an approximate solution to the given constrained system when parameters are appropriately chosen, and the precision for approximation can be preset. It is also shown that any accumulation point of the local minimizers of the constructed unconstrained optimization problems with a sequence of parameters tending to zero is a solution to the given constrained system of nonlinear equations.
A filled function method for nonlinear equations
- Authors: Wu, Zhiyou , Mammadov, Musa , Bai, Fusheng , Yang, Y. J.
- Date: 2007
- Type: Text , Journal article
- Relation: Applied Mathematics and Computation Vol. 189, no. 2 (2007), p. 1196-1204
- Full Text: false
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- Description: In this paper, we propose a new global optimization approach based on the filled function method for solving box-constrained systems of nonlinear equations. The special properties of optimization problem are employed to construct a novel filled function. The objective function value can be reduced by half in each iteration of our filled function algorithm. Several numerical examples are presented to illustrate the efficiency of the present approach.
- Description: C1
- Description: 2003005618
A global optimization method for solving integer systems of equation
- Authors: Bai, Fusheng , Wu, Zhiyou , Yang, Y. J. , Mammadov, Musa
- Date: 2007
- Type: Text , Conference paper
- Relation: Paper presented at 7th International Conference on Optimization: Techniques and Applications, ICOTA7, Kobe International Conference Center, Japan : 12th-15th December 2007
- Full Text: false
- Description: 2003005717
An auxiliary function method for systems of nonlinear equations
- Authors: Wu, Zhiyou , Bai, Fusheng , Mammadov, Musa , Yang, Y. J.
- Date: 2007
- Type: Text , Conference paper
- Relation: Paper presented at 7th International Conference on Optimization: Techniques and Applications, ICOTA7, Kobe International Conference Center, Japan : 12th-15th December 2007
- Full Text: false
- Description: 2003005705
A filled function method for box-constrained system of nonlinear equations
- Authors: Wu, Zhiyou , Mammadov, Musa , Bai, Fusheng
- Date: 2006
- Type: Text , Conference paper
- Relation: Paper presented at APCCAS 2006. IEEE Asia Pacific Conference on Circuits and Systems, Singapore : 4th -7th Dececmber, 2006 p. 623-626
- Full Text: false
- Reviewed:
- Description: In this paper, we present a global optimization method based on the filled function method to solve systems of nonlinear equations. Formulating a system of nonlinear equation into an equivalent global optimization problem, we manage to find a solution or an appropriate solution of the system of nonlinear equations by solving the formulated global optimization problem. A novel filled function method is proposed to solve the global optimization problem. Two numerical examples are presented to illustrate the efficiency of this method.
- Description: E1
- Description: 2003001840