Sie befinden Sich nicht im Netzwerk der Universität Paderborn. Der Zugriff auf elektronische Ressourcen ist gegebenenfalls nur via VPN oder Shibboleth (DFN-AAI) möglich.
mehr Informationen...
Pattern Search Algorithms for Mixed Variable Programming
Ist Teil von
SIAM journal on optimization, 2001-01, Vol.11 (3), p.573-594
Ort / Verlag
Philadelphia: Society for Industrial and Applied Mathematics
Erscheinungsjahr
2001
Link zum Volltext
Quelle
Alma/SFX Local Collection
Beschreibungen/Notizen
Many engineering optimization problems involve a special kind of discrete variable that can be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implications: The standard approach of solving problems with continuous relaxations of discrete variables is not available, and the notion of local optimality must be defined through a user-specified set of neighboring points. We present a class of direct search algorithms to provide limit points that satisfy some appropriate necessary conditions for local optimality for such problems. We give a more expensive version of the algorithm that guarantees additional necessary optimality conditions. A small example illustrates the differences between the two versions. A real thermal insulation system design problem illustrates the efficacy of the user controls for this class of algorithms.