Application of Dynamic Tunneling Algorithm to Multi-constrained Optimization Problem

摘要

A dynamic tunneling algorithm (DTA) based on dynamical system is an effective method for global op- timization problem. The algorithm has been only applied to unconstrained optimization problems. In this paper, we propose an algorithm which can apply the DTA to constrained problems by resolving region of boundary of constraints. A typical numerical example illustrates the validity of the proposed algorithm.