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Two-Phase Generalized Reduced Gradient Method for Constrained Global Optimization
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-19, 19 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-12-08
Country of Publication
Egypt
No. of Pages
19
Main Subjects
Abstract EN
The random perturbation of generalized reduced gradient method for optimization under nonlinear differentiable constraints is proposed.
Generally speaking, a particular iteration of this method proceeds in two phases.
In the Restoration Phase, feasibility is restored by means of the resolution of an auxiliary nonlinear problem, a generally nonlinear system of equations.
In the Optimization Phase, optimality is improved by means of the consideration of the objective function, on the tangent subspace to the constraints.
In this paper, optimal assumptions are stated on the Restoration Phase and the Optimization Phase that establish the global convergence of the algorithm.
Some numerical examples are also given by mixture problem and octagon problem.
American Psychological Association (APA)
El Mouatasim, Abdelkrim. 2010. Two-Phase Generalized Reduced Gradient Method for Constrained Global Optimization. Journal of Applied Mathematics،Vol. 2010, no. 2010, pp.1-19.
https://search.emarefa.net/detail/BIM-512962
Modern Language Association (MLA)
El Mouatasim, Abdelkrim. Two-Phase Generalized Reduced Gradient Method for Constrained Global Optimization. Journal of Applied Mathematics No. 2010 (2010), pp.1-19.
https://search.emarefa.net/detail/BIM-512962
American Medical Association (AMA)
El Mouatasim, Abdelkrim. Two-Phase Generalized Reduced Gradient Method for Constrained Global Optimization. Journal of Applied Mathematics. 2010. Vol. 2010, no. 2010, pp.1-19.
https://search.emarefa.net/detail/BIM-512962
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-512962