...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>Chemical Engineering Research & Design: Transactions of the Institution of Chemical Engineers >ICRS-Filter: A randomized direct search algorithm for constrained nonconvex optimization problems
【24h】

ICRS-Filter: A randomized direct search algorithm for constrained nonconvex optimization problems

机译：ICRS-Filter:随机直接搜索算法约束非凸优化问题

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

This work presents a novel algorithm and its implementation for the stochastic optimization of generally constrained Nonlinear Programming Problems (NLP). The basic algorithm adopted is the Iterated Control Random Search (ICRS) method of Casares and Banga (1987) with modifications such that random points are generated strictly within a bounding box defined by bounds on all variables. The ICRS algorithm serves as an initial point determination method for launching gradient-based methods that converge to the nearest local minimum. The issue of constraint handling is addressed in our work via the use of a filter based methodology, thus obviating the need for use of the penalty functions as in the basic ICRS method presented in Banga and Seider (1996), which handles only bound constrained problems. The proposed algorithm, termed ICRS-Filter, is shown to be very robust and reliable in producing very good or global solutions for most of the several case studies examined in this contribution. (C) 2015 The Institution of Chemical Engineers. Published by Elsevier B.V. All rights reserved.
机译：这项工作提出了一种新颖的算法及其随机优化的实现一般约束非线性规划问题(NLP)。迭代控制随机搜索(icr)方法与修改·卡萨雷斯和Banga (1987)这样严格生成随机点在一个边界框定义的界限变量。为发射初始点确定方法gradient-based收敛的方法最近的局部最小值。处理是通过使用在我们的工作基于滤波器的方法,因而无需需要使用惩罚函数的基本的icr Banga所展现的方法和seide(1996),仅处理绑定约束问题。ICRS-Filter,很健壮和显示可靠的生产很好或全球解决方案的几个案例研究研究的贡献。化学工程师学会。爱思唯尔帐面价值保留所有权利。

著录项

相似文献

  • 外文文献
  • 中文文献
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号