Constrained Global Optimization Using the K-T Wu-elimination Method

摘要

The global optimum solution is most important for optimization field. Finding global or all local optimum solutions for a nonlinear optimization problem is a great challenge that has not been well overcome by current optimization theories. A Wu-elimination method based on K-T (Kuhn-Tucker) conditions, I.e., K-T Wu-elimination method (KTWM) is proposed to deal with the constrained global optimization problem in this paper. The optimization problems are reformulated to fred all local and global solutions. A unity model expressed by nonlinear equations is established for researching for all solutions of nonlinear equations on the basis of Wu-elimination Method. To examine the behavior of the method proposed by us, some examples are analyzed and compared with other methods. The results indicate that the KTWM has better performance than other current methods.