Optimization of non‐unimodal systems
Bi‐Chong Wang, Rein Luus · International Journal for Numerical Methods in Engineering · 1977
Abstract Two direct search algorithms for the optimization of non‐unimodal systems are presented. One method is interior in nature by using boundary relaxation with pseudo one‐dimensional search in the feasible region; the other one is an exterior method which allows the violation of constraints followed by the use of a penalty function to drive the search back into the feasible region. These two methods are usually capable of leaving local optima to reach a better solution if such exists. The application of the proposed approaches to several non‐unimodal systems shows that they are better than the existing methods. The proposed methods are also attractive because of the ease of programming and the high probability of reaching the global optimum.