Constrained Global Optimization Methods by Using Inner State Models with Nonlinear Dissipative Dynamics

Bibliographic Information

Other Title
  • 非線形散逸力学系の内部状態モデルを用いた制約条件付大域的最適化手法
  • ヒセンケイ サンイツ リキガクケイ ノ ナイブ ジョウタイ モデル オ モチイタ セイヤク ジョウケン ツキ タイイキテキ サイテキカ シュホウ

Search this article

Abstract

Optimization methods by using chaos dynamics are interesting as a class of global optimization methods by which the global minimum can be obtained without trapping in local minima. The chaos dynamics are classfied into discretized gradient models and continuous dissipative models with a nonlinear damping term. In this paper, two types of constrained optimization problems are considered in order to present nonlinear dissipative dynamics embedded in their constraints. One of types of the constraints is upper and lower bounds on each variable, and the other type is a simplex. For the each type of constraints, the inner state model with nonlinear dissipative dynamics w.r.t.inner states is introduced, which is composed of a nonlinear inertial model with the gradient and a nonlinear output function. As the nonlinear dissipative dynamics, Fujita-Yasuda's Model [6] and Tani's Model [7] are adopted. Especially, their revised models are proposed newly for the simplex type. The numerical simulations for a few constrained optimization problems demonstrate effectiveness of presented constrained global optimization methods.

Journal

Citations (1)*help

See more

References(11)*help

See more

Details 詳細情報について

Report a problem

Back to top