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A computational study on different penalty functions with DIRECT algorithm

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Detalhes bibliográficos
Resumo:The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function when constraints are violated. In this paper, we analyze the implementation of penalty functions, within the DIRECT algorithm. In order to assess the applicability and performance of the proposed approaches, some benchmark problems from engineering design optimization are considered.
Autores principais:Rocha, Ana Maria A. C.
Outros Autores:Vilaça, Rita
Assunto:Global optimization Constrained optimization DIRECT algorithm Penalty function
Ano:2013
País:Portugal
Tipo de documento:comunicação em conferência
Tipo de acesso:acesso restrito
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
Descrição
Resumo:The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function when constraints are violated. In this paper, we analyze the implementation of penalty functions, within the DIRECT algorithm. In order to assess the applicability and performance of the proposed approaches, some benchmark problems from engineering design optimization are considered.