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...
Published in: | Journal of Physics: Conference Series |
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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 |