Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/36002
Title: Multidimensional Constrained Global Optimization in Domains with Computable Boundaries
Authors: Grishagin, V.
Israfilov, R.
Issue Date: 2015
Publisher: Уральский федеральный университет
Citation: Grishagin V. Multidimensional Constrained Global Optimization in Domains with Computable Boundaries / V. Grishagin, R. Israfilov // Proceedings of the 1st Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists (Ural-PDC 2015). — Yekaterinburg, 2015. — P. 75-84. — (CEUR Workshop Proceedings ; vol. 1513).
Abstract: Multidimensional constrained global optimization problem with objective function under Lipschitz condition and constraints generating a feasible domain with computable boundaries is considered. For solving this problem the dimensionality reduction approach on the base of the nested optimization scheme is used. This scheme reduces initial multidimensional problem to a family of one-dimensional subproblems and allows applying univariate methods for the execution of multidimensional optimization. Sequential and parallel modifications of well-known information-statistical methods of Lipschitz optimization are proposed for solving the univariate subproblems arising inside the nested scheme in the case of domains with computable boundaries. A comparison with classical penalty function method being traditional means of taking into account the constraints is carried out. The results of experiments demonstrate a significant advantage of the methods proposed over the penalty function method.
Keywords: GLOBAL OPTIMUM
MULTIDIMENSIONAL PROBLEMS
NESTED RECURSIVE OPTIMIZATION
COMPUTABLE BOUNDARIES
URI: http://hdl.handle.net/10995/36002
Conference name: 1st Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists (Ural-PDC 2015)
Conference date: 17.11.2015
ISSN: 1613-0073
Origin: CEUR Workshop Proceedings. Vol. 1513 : Proceedings of the 1st Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists (Ural-PDC 2015). — Yekaterinburg, 2015
Appears in Collections:Конференции, семинары

Files in This Item:
File Description SizeFormat 
ural_pdc-2015-09.pdf1,44 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.