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Träfflista för sökning "db:Swepub ;conttype:(scientificother);lar1:(mdh);pers:(Holmström Kenneth);srt2:(2003)"

Search: db:Swepub > Other academic/artistic > Mälardalen University > Holmström Kenneth > (2003)

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  • Käck, Jan-Erik, et al. (author)
  • Constrained Global Optimization with Radial Basis Functions
  • 2003
  • Reports (other academic/artistic)abstract
    • Response surface methods show promising results for global optimization of costly non convex objective functions, i.e. the problem of finding the global minimum when there are several local minima and each function value takes considerable CPU time to compute. Such problems often arise in industrial and financial applications, where a function value could be a result of a time-consuming computer simulation or optimization. Derivatives are most often hard to obtain. The problem is here extended with linear and nonlinear constraints, and the nonlinear constraints can be costly or not. A new algorithm that handles the constraints, based on radial basis functions (RBF), and that preserves the convergence proof of the original RBF algorithm is presented. The algorithm takes advantage of the optimization algorithms in the Tomlab optimization environment (www.tomlab.biz). Numerical results are presented for standard test problems.
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  • Result 1-2 of 2
Type of publication
reports (1)
conference paper (1)
Type of content
other academic/artistic  (2)Undo refine
Author/Editor
Holmström, Kenne... (2)Undo refine
Göran, Anders (1)
Edvall, Marcus M. (1)
Käck, Jan-Erik (1)
University
Mälardalen University  (2)Undo refine
Language
English (2)
Research subject (UKÄ/SCB)
Natural sciences (1)
Engineering and Technology (1)
Year
2003 (2)Undo refine

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