A Linearized Relaxing Algorithm for the Specific Nonlinear Optimization Problem

We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation...

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Bibliographic Details
Main Authors: Mio Horai, Hideo Kobayashi, Takashi G. Nitta
Format: Article
Language:English
Published: Wiley 2016-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2016/1304954
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Summary:We propose a new method for the specific nonlinear and nonconvex global optimization problem by using a linear relaxation technique. To simplify the specific nonlinear and nonconvex optimization problem, we transform the problem to the lower linear relaxation form, and we solve the linear relaxation optimization problem by the Branch and Bound Algorithm. Under some reasonable assumptions, the global convergence of the algorithm is certified for the problem. Numerical results show that this method is more efficient than the previous methods.
ISSN:1085-3375
1687-0409