Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/17919
Título: | A stochastic augmented Lagrangian equality constrained-based algorithm for global optimization |
Autor(es): | Rocha, Ana Maria A. C. Fernandes, Edite Manuela da G. P. |
Palavras-chave: | Global optimization Augmented Lagrangian Electromagnetism-like mechanism |
Data: | 2010 |
Editora: | AIP Publishing |
Revista: | AIP Conference Proceedings |
Resumo(s): | This paper presents a numerical study of a stochastic augmented Lagrangian algorithm to solve continuous constrained global optimization problems. The algorithm approximately solves a sequence of bound constrained subproblems whose objective function penalizes equality and inequality constraints violation and depends on the Lagrange multiplier vectors and a penalty parameter. Each subproblem is solved by a population-based method that uses an electromagnetism-like mechanism to move points towards optimality. A comparison with another stochastic technique is also reported. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/17919 |
ISBN: | 978-0-7354-0834-0 |
DOI: | 10.1063/1.3498657 |
ISSN: | 0094-243X |
Versão da editora: | http://proceedings.aip.org/resource/2/apcpcs/1281/1/967_1 |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | LES/ALG - Capítulos de livros |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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EM_augmentedLag_R_F_new.pdf | 127,36 kB | Adobe PDF | Ver/Abrir |