Publicação
An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method
| Resumo: | This paper aims to present a hyperbolic augmented Lagrangian (HAL) framework with guaranteed convergence to an ϵ-global minimizer of a constrained nonlinear optimization problem. The bound constrained subproblems that emerge at each iteration k of the framework are solved by an improved artificial fish swarm algorithm. Convergence to an ϵk-global minimizer of the HAL function is guaranteed with probability one, where ϵk→ϵ as k→∞. Preliminary numerical experiments show that the proposed paradigm compares favorably with other penalty-type methods. |
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| Autores principais: | Costa, M. Fernanda P. |
| Outros Autores: | Rocha, Ana Maria A. C.; Fernandes, Edite Manuela da G. P. |
| Assunto: | Augmented Lagrangian Hyperbolic penalty Artificial fish swarm Stochastic convergence |
| Ano: | 2014 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | This paper aims to present a hyperbolic augmented Lagrangian (HAL) framework with guaranteed convergence to an ϵ-global minimizer of a constrained nonlinear optimization problem. The bound constrained subproblems that emerge at each iteration k of the framework are solved by an improved artificial fish swarm algorithm. Convergence to an ϵk-global minimizer of the HAL function is guaranteed with probability one, where ϵk→ϵ as k→∞. Preliminary numerical experiments show that the proposed paradigm compares favorably with other penalty-type methods. |
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