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A Variational Discrete Filled Function Approach in Discrete Global Optimization

机译:离散全局优化中的变分离散函数方法

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Many real-life applications governed by discrete variables poss multiple local optimal solutions, which requires the utilization of global optimization tools find the best solution amongst them. The main difficulty in determining the best solution, or also known as the global solution, is to escape from the basins surrounding local minimums. To overcome this issue, an auxiliary function is introduced in discrete filled function method which turns the local minimizer of the original function become a maximizer. Then, an improved local minimum is found by minimizing the filled function, otherwise the edge of the feasible region is attained. Based on a discrete filled function method from the literature, we propose a modification particularly on the neighbourhood search to enhance its computational efficiency. Numerical results suggest that the proposed algorithm is efficient in solving large scale complex discrete optimization problems.
机译:由离散变量提供多种本地最佳解决方案的许多现实生活应用程序,这需要利用全局优化工具,在它们中找到最佳解决方案。确定最佳解决方案或也称为全局解决方案的主要困难是逃离围绕局部最小值的盆地。为了克服这个问题,在离散的填充功能方法中引入了辅助功能,该方法卷起原始函数的局部最小化器成为最大化器。然后,通过最小化填充功能来发现改进的局部最小值,否则达到可行区域的边缘。基于来自文献的离散填充功能方法,我们提出了一种尤其是在邻域搜索上的修改,以提高其计算效率。数值结果表明,该算法在解决大规模复杂离散优化问题方面是有效的。

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