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Cutting angle method - a tool for constrained global optimization

Beliakov, Gleb 2004, Cutting angle method - a tool for constrained global optimization, Optimization methods and software, vol. 19, no. 2, pp. 137-151.

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Title Cutting angle method - a tool for constrained global optimization
Author(s) Beliakov, Gleb
Journal name Optimization methods and software
Volume number 19
Issue number 2
Start page 137
End page 151
Publisher Taylor & Francis
Place of publication London, England
Publication date 2004-04
ISSN 1055-6788
1029-4937
Keyword(s) global optimization
lipschitz optimization
saw-tooth underestimate
Summary Cutting angle method (CAM) is a deterministic global optimization technique applicable to Lipschitz functions f: Rn → R. The method builds a sequence of piecewise linear lower approximations to the objective function f. The sequence of solutions to these relaxed problems converges to the global minimum of f. This article adapts CAM to the case of linear constraints on the feasible domain. We show how the relaxed problems are modified, and how the numerical efficiency of solving these problems can be preserved. A number of numerical experiments confirms the improved numerical efficiency.
Language eng
Field of Research 010303 Optimisation
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2004, Taylor & Francis Ltd
Persistent URL http://hdl.handle.net/10536/DRO/DU:30002357

Document type: Journal Article
Collections: School of Information Technology
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