Unified approach for solving Box-Constrained models with continuous or discrete variables by Non monotonous Derivative Free Optimization techniques.

  • Ubaldo M Garcia Palomares
  • Pedro S Rodríguez Hernández
    • Categories Bound-constrained Optimization, Integer Programming, Problem Solving Environments Tags , , Short URL: https://optimization-online.org/?p=14316

    This paper describes a unified approach for solving Box-Constrained Optimization Problems (BCOP) in Euclidian spaces. The variables may be either continuous or discrete; in which case, they range on a grid of isolated points regularly spaced. For the continuous case, convergence is shown under standard assumptions; for the discrete case, slight modifications ensure that the algorithm stops in a finite time. Moreover, function evaluations are carried out only on feasible points on the grid, avoiding spurious computations on non feasible points. The paper describes a pseudo code and a preliminary code is written in C, which is applied to small models that have been suggested in the open literature.

    Citation

    Unpublished report, Universidade de Vigo, GTI Research group, Dec. 2016. Submitted

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