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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 8, Pages 1376–1389 (Mi zvmmf9520)

This article is cited in 18 papers

An application of the nonuniform covering method to global optimization of mixed integer nonlinear problems

Yu. G. Evtushenkoa, M. A. Posypkinb

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
b Institute for System Analysis, Russian Academy of Sciences, pr. 60-letiya Oktyabrya 9, Moscow, 117312 Russia

Abstract: The nonuniform covering method for global optimization of functions of several variables is extended to nonlinear programs. It is shown that this method can be used for solving problems that, in addition to conventional constraints, involve partial integrality conditions. Estimates for the accuracy of the solution and for the number of steps required for finding a minimum with a prescribed tolerance are derived. New minorants based on an estimate for the spectrum of the Hessian matrix of the objective function and the constraints are given. New formulas for covering sets improving the efficiency of the method are obtained. Examples of solving nonlinear programs with the use of the proposed approach are presented.

Key words: global optimization, nonlinear programming, mixed integer problems, sensitivity function, nonuniform covering method, numerical methods of optimization.

UDC: 519.658.4

Received: 15.02.2011


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:8, 1286–1298

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