Adaptive Practical Algorithms for The Nondifferentiable Optimization Problems Based on The Uniform Design

摘要：

In this work we present and analyze a new algorithm and its implementation for the nondifferentiable optimization. We use the method of scattering test points to find the optimal solution of the objective function. Based on the uniform design and the adaptive function, the new algorithm scatters points in the search domain with the adaptability. We proved the global convergence of this algorithm under some appropriate conditions. Numerical examples show that the new algorithm is effective.

关键词： nondifferentiable optimization uniformly scatter set adaptive Junction

作者: Hongwei Yu Lanping Chen Baocong Jiao

作者单位: School of Mathematical Sciences, Capital Normal University, Beijing, 100048, China

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 155-159

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）