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Chaos Search Method for Nonlinear Constrained Optimization
用混沌搜索求解非线性约束优化问题

Keywords: chaos,exact penalty function,nonlinear constrained optimization
混沌
,精确罚函数,非线性约束优化

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Abstract:

A new method based on chaos search for nonlinear constrained optimization is developed. The optimization problem is first unconstrained by virtue of non\|differentiable exact penalty function, and is further solved making use of the ergodicity and intrinsic randomness of chaos. Simulation instances show that the new method is simple and effective. Chaos search is a new way to solve practical nonlinear constrained optimization problems.

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