On constrained optimization by interval arithmetic and interval order relations

被引:4
作者
Samiran Karmakar
A. K. Bhunia
机构
[1] Department of Business Mathematics and Statistics, St. Xavier's College (Autonomous), Kolkata
[2] Department of Mathematics, University of Burdwan
关键词
Decision analysis; Global optimization; Interval arithmetic; Interval order relations;
D O I
10.1007/s12597-011-0061-2
中图分类号
学科分类号
摘要
The goal of this article is to develop an optimization technique based on the splitting criterion of search region into several equal and disjoint subregions for solving the constrained optimization problems by finite interval arithmetic and interval order relations in the context of a decision maker's point of view. This method has been applied for solving some benchmark test problems taken from the literature and the results are compared with those obtained from several existing different heuristic or meta-heuristic methods. © 2012 Operational Research Society of India.
引用
收藏
页码:22 / 38
页数:16
相关论文
共 34 条
  • [1] Wu H.X., Luo H.Z., Li S.L., The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization, Appl. Math. Comput., 207, 1, pp. 124-134, (2009)
  • [2] Tsoulos I.G., Solving constrained optimization problems using a novel genetic algorithm, Appl. Math. Comput., 208, 1, pp. 273-283, (2009)
  • [3] Peng Y., Feng H., Li Q., A filter-variable-metric method for nonsmooth convex constrained optimization, Appl. Math. Comput., 208, 1, pp. 119-128, (2009)
  • [4] Karmakar S., Mahato S.K., Bhunia A.K., Interval oriented multi-section techniques for global optimization, J. Comput. Appl. Math., 224, pp. 476-491, (2009)
  • [5] Ali M.M., Kajee-Bagdadi Z., A local exploration-based differential evolution algorithm for constrained global optimization, Appl. Math. Comput., 208, 1, pp. 31-48, (2009)
  • [6] Pedamallu C.S., Ozdamar L., Csendes T., Vinko T., Efficient interval partitioning for constrained global optimization, J. Global Optim., 42, pp. 369-389, (2008)
  • [7] Pedamallu C.S., Ozdamar L., Investigating a hybrid simulated annealing and local search algorithm for constrained optimization, European Journal of Operational Research, 185, 3, pp. 1230-1245, (2008)
  • [8] Sevastjanov P., Rog P., Two-objective method for crisp and fuzzy interval comparison in optimization, Computers and Operations Research, 33, 1, pp. 115-131, (2006)
  • [9] Mahato S.K., Bhunia A.K., Interval-arithmetic-oriented interval computing technique for global optimization, Applied Mathematics Research Express, 2006, pp. 1-19, (2006)
  • [10] Hu B.Q., Wang S., A new approach in uncertain programming Part I: New arithmetic and order relation for interval numbers, J. Ind. Manag. Optim., 2, 4, pp. 351-371, (2006)