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
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