標題: A GLOBAL APPROACH FOR NONLINEAR MIXED DISCRETE PROGRAMMING IN DESIGN OPTIMIZATION
作者: LI, HL
CHOU, CT
交大名義發表
資訊管理與財務金融系 註:原資管所+財金所
National Chiao Tung University
Department of Information Management and Finance
關鍵字: GLOBAL OPTIMIZATION;NONLINEAR MIXED DISCRETE PROGRAM;MULTILEVEL SINGLE LINKAGE TECHNIQUE
公開日期: 1994
摘要: Most current nonlinear mixed discrete programs can only find locally optimal solutions. This paper proposes an optimization method to find the global solution of a nonlinear mixed discrete program. Based on the fact that: ''For a discrete variable x(i), iff x(i) is-an-element-of {k1, k2, . . ., k(m)} then (x(i) - k1) (x(i) - k2) ... (x(i)k(m)) = 0'', the original mixed discrete program is transformed into a penalty optimization program with continuous variables. This penalty optimization program is then solved to find a local optimum. Utilizing the Multi-Level Single Linkage technique, enough starting points are systematically generated to search for most local optima within the feasible region. A global optimum is then found at a prespecified sufficiently high confidence level such as 99.5%. Some examples of design optimization in literature are tested, which demonstrate that the proposed method is superior to current methods for finding the global optimum.
URI: http://hdl.handle.net/11536/2690
ISSN: 0305-215X
期刊: ENGINEERING OPTIMIZATION
Volume: 22
Issue: 2
起始頁: 109
結束頁: 122
Appears in Collections:Articles