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An Algorithm for Global Optimization Using Formula Manupulation

DOI: 10.4236/am.2012.311221, PP. 1601-1606

Keywords: Global Optimization, Lipschitz Constant, Lipschitz Condition, Branch-and-Bound Algorithm, Formula Manipulation

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Abstract:

Constrained nonlinear optimization problems are well known as very difficult problems. In this paper, we present a new algorithm for solving such problems. Our proposed algorithm combines the Branch-and-Bound algorithm and Lipschitz constant to limit the search area effectively; this is essential for solving constrained nonlinear optimization problems. We obtain a more appropriate Lipschitz constant by applying the formula manipulation system of each divided area. Therefore, we obtain a better approximate solution without using a lot of searching points. The efficiency of our proposed algorithm has been shown by the results of some numerical experiments.

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