A global approach for nonlinear mixed discrete programming in design optimization

A global approach for nonlinear mixed discrete programming in design optimization

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Article ID: iaor19941580
Country: Switzerland
Volume: 22
Issue: 2
Start Page Number: 109
End Page Number: 122
Publication Date: Dec 1993
Journal: Engineering Optimization
Authors: ,
Keywords: programming: nonlinear, programming: integer
Abstract:

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 xi, iff xi∈∈k1,k2,...,km then (xi-k1)(xi-k2)ëëë(xikm)=0n, 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 pre-specified 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.

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