A Derivative-Free Algorithm for Constrained Global Optimization Based on Exact Penalty Functions
نویسندگان
چکیده
منابع مشابه
A Derivative-Free Algorithm for Constrained Global Optimization Based on Exact Penalty Functions
Constrained global optimization problems can be tackled by using exact penalty approaches. In a preceding paper, we proposed an exact penalty algorithm for constrained problems which combines an unconstrained global minimization technique for minimizing a non-differentiable exact penalty function for given values of the penalty parameter, and an automatic updating of the penalty parameter that ...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2013
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-013-0487-1