A robust algorithm for global optimization problems

In this paper, a global optimization algorithm namely Kerk and Rohanin's Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find t...

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Published in:Journal of Physics: Conference Series
Main Author: Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
Format: Conference paper
Language:English
Published: IOP Publishing Ltd 2021
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114209193&doi=10.1088%2f1742-6596%2f1988%2f1%2f012055&partnerID=40&md5=f8ff6f46ccab2471a710db856ce64eeb
id 2-s2.0-85114209193
spelling 2-s2.0-85114209193
Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
A robust algorithm for global optimization problems
2021
Journal of Physics: Conference Series
1988
1
10.1088/1742-6596/1988/1/012055
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114209193&doi=10.1088%2f1742-6596%2f1988%2f1%2f012055&partnerID=40&md5=f8ff6f46ccab2471a710db856ce64eeb
In this paper, a global optimization algorithm namely Kerk and Rohanin's Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find the convex part within the non-convex feasible region. This algorithm has descent property and global convergence. The numerical results have shown the algorithm has an outstanding capability in locating global minimizers. © Published under licence by IOP Publishing Ltd.
IOP Publishing Ltd
17426588
English
Conference paper
All Open Access; Gold Open Access
author Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
spellingShingle Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
A robust algorithm for global optimization problems
author_facet Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
author_sort Kerk L.C.; Lau G.C.; Ahmad S.N.; Shamala P.; Mokhtar N.A.; Ang T.K.
title A robust algorithm for global optimization problems
title_short A robust algorithm for global optimization problems
title_full A robust algorithm for global optimization problems
title_fullStr A robust algorithm for global optimization problems
title_full_unstemmed A robust algorithm for global optimization problems
title_sort A robust algorithm for global optimization problems
publishDate 2021
container_title Journal of Physics: Conference Series
container_volume 1988
container_issue 1
doi_str_mv 10.1088/1742-6596/1988/1/012055
url https://www.scopus.com/inward/record.uri?eid=2-s2.0-85114209193&doi=10.1088%2f1742-6596%2f1988%2f1%2f012055&partnerID=40&md5=f8ff6f46ccab2471a710db856ce64eeb
description In this paper, a global optimization algorithm namely Kerk and Rohanin's Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find the convex part within the non-convex feasible region. This algorithm has descent property and global convergence. The numerical results have shown the algorithm has an outstanding capability in locating global minimizers. © Published under licence by IOP Publishing Ltd.
publisher IOP Publishing Ltd
issn 17426588
language English
format Conference paper
accesstype All Open Access; Gold Open Access
record_format scopus
collection Scopus
_version_ 1809677893484150784