THE MODIFIED CUTTING ANGLE METHOD FOR GLOBAL MINIMIZATION OF INCREASING POSITIVELY HOMOGENEOUS FUNCTIONS OVER THE UNIT SIMPLEX
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Amer Inst Mathematical Sciences
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The paper deals with a method for global minimization of increasing positively homogeneous functions over the unit simplex, which is a version of the cutting angle method. A new approach for solving the auxiliary problem in the cutting angle method is proposed. In the method, the auxiliary problem is reformulated as a certain combinatorial problem. The modified version of the cutting angle method is also applied for Lipschitz functions that could be expressed as increasing positively homogeneous functions. We report results of numerical experiments which demonstrate that the proposed algorithm is very efficient in the search for a global minimum.
Açıklama
Anahtar Kelimeler
global optimization, cutting angle method, increasing positively homogeneous function, lipschitz function, dominating subset with minimal weight problem
Kaynak
Journal of Industrial and Management Optimization
WoS Q Değeri
Q2
Scopus Q Değeri
Cilt
5
Sayı
4
