Woon, Siew Fang and Karim, Sharmila and Mohamad, Mohd Saiful Adli (2015) A variational discrete filled function approach in discrete global optimization. In: 2nd Innovation and Analytics Conference & Exhibition (IACE 2015), 29 September –1 October 2015, TH Hotel, Alor Setar, Kedah, Malaysia.

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Abstract

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.

Item Type:	Conference or Workshop Item (Paper)
Uncontrolled Keywords:	Global optimization, heuristics, discrete filled function.
Subjects:	Q Science > QA Mathematics
Divisions:	School of Quantitative Sciences
Depositing User:	Dr. Siew Fang Woon
Date Deposited:	07 Jan 2016 04:38
Last Modified:	28 Apr 2016 01:26
URI:	https://repo.uum.edu.my/id/eprint/16844

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