Global optimization on a set of continuous and discrete variables with unordered possible values
Anton Mikhalev, Anatoly Rouban
Abstract
The new algorithm of finding of a global minimum on the presence of constraints type of inequalities on a set of continuous and discrete variables with disorder possible values is offered. The idea of this approach is to separate at each iteration stage trial motions and working step, and also the effective information processing obtained in the sample points. Existence of discrete variables with unordered possible values leads to the solution of a sequence of tasks of global minimization of multiextremal functions on a set of only continuous variables in the presence of their constraintstype of inequalities. As a result, among the obtained optimum solutions chooses the best solution.