Recent Advances in Bound Constrained Optimization
نویسندگان
چکیده
A new active set algorithm (ASA) for large-scale box constrained optimization is introduced. The algorithm consists of a nonmonotone gradient projection step, an unconstrained optimization step, and a set of rules for switching between the two steps. Numerical experiments and comparisons are presented using box constrained problems in the CUTEr and MINPACK test problem libraries. keywords: Nonmonotone gradient projection, box constrained optimization, active set algorithm, ASA, cyclic BB method, CBB, conjugate gradient method, CGDESCENT, degenerate optimization
منابع مشابه
An Exact Algorithm for the Mode Identity Project Scheduling Problem
In this paper we consider the non-preemptive variant of a multi-mode resource constrained project scheduling problem (MRCPSP) with mode identity, in which a set of project activities is partitioned into disjoint subsets while all activities forming one subset have to be processed in the same mode. We present a depth-first branch and bound algorithm for the resource constrained project schedulin...
متن کاملAn Algorithm Based on Theory of Constraints and Branch and Bound for Solving Integrated Product-Mix-Outsourcing Problem
One of the most important decision making problems in many production systems is identification and determination of products and their quantities according to available resources. This problem is called product-mix. However, in the real-world situations, for existing constrained resources, many companies try to provide some products from external resources to achieve more profits. In this pape...
متن کاملOPTIMAL CONSTRAINED DESIGN OF STEEL STRUCTURES BY DIFFERENTIAL EVOLUTIONARY ALGORITHMS
Structural optimization, when approached by conventional (gradient based) minimization algorithms presents several difficulties, mainly related to computational aspects for the huge number of nonlinear analyses required, that regard both Objective Functions (OFs) and Constraints. Moreover, from the early '80s to today's, Evolutionary Algorithms have been successfully developed and applied as a ...
متن کاملGeometric branch-and-bound methods for constrained global optimization problems
Geometric branch-and-bound methods are popular solution algorithms in deterministic global optimization to solve problems in small dimensions. The aim of this paper is to formulate a geometric branch-and-bound method for constrained global optimization problems which allows the use of arbitrary bounding operations. In particular, our main goal is to prove the convergence of the suggested method...
متن کامل