Solving constrained global optimization problems without penalty parameters
Abstract
Purpose
To propose a new method for solving constrained global optimization problems using a method that consists of transforming a constrained global optimization problem into an unconstrained one without using any penalty coefficients.
Design/methodology/approach
Use of an unconstrained global optimization method such as the Alienor method which has been adapted for several variables.
Findings
Use of the adapted Alienor method allowed the solution of the transformed problem with little difficulty.
Research limitations/implications
Transforms the original objective function into a new one involves the introduction of some extra parameters. Cannot guarantee the convergence to a global solution of the original problem. The simple described approach, provides new possibilities.
Practical implications
No further parameters introduced in this new approach, and no conditions or hypotheses are imposed on the objective function or on the constraints.
Originality/value
New method of transforming a constrained problem into an unconstrained one, with use of proven Alienor method adapted to several variables.
Keywords
Citation
Konfe, B.O., Cherruault, Y. and Some, B. (2005), "Solving constrained global optimization problems without penalty parameters", Kybernetes, Vol. 34 No. 7/8, pp. 1090-1103. https://doi.org/10.1108/03684920510605902
Publisher
:Emerald Group Publishing Limited
Copyright © 2005, Emerald Group Publishing Limited