An Algorithm for Global Optimization Using Formula Manupulation
Tsutomu Shohdohji, Fumihiko Yano · Applied Mathematics · 2012
Constrained nonlinear optimization problems are well known as very difficult problems. In this paper, we present a new algorithm for solving such problems. Our proposed algorithm combines the Branch-and-Bound algorithm and Lipschitz constant to limit the search area effectively; this is essential for solving constrained nonlinear optimization problems. We obtain a more appropriate Lipschitz constant by applying the formula manipulation system of each divided area. Therefore, we obtain a better approximate solution without using a lot of searching points. The efficiency of our proposed algorithm has been shown by the results of some numerical experiments.