The global optimization method with selective averaging of the discrete decision variables | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2020. № 50. DOI: 10.17223/19988605/50/6

The global optimization method with selective averaging of the discrete decision variables

In the paper, the functional of selective averaging of discrete decision variables is proposed. The positive selectivity coefficient is entered into a positive decreasing kernel of functional and with growth of selectivity coefficient the mean gives optimum values (in a limit) of decision discrete variables in a problem of global optimization. Based on the estimate of the selective averaging functional, a basic global optimization algorithm is synthesized on a set of discrete variables with ordered possible values under inequality constraints. The basis is a computational scheme for optimizing continuous variables and its transformation for optimization with respect to discrete variables. On a test example the high convergence rate and a noise stability of base algorithm are shown. Simulations have shown that the estimate of the probability of making a true decision reaches unit.

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Keywords

constraints of inequality type, multiextreme function, discrete variable, selective averaging of decision variables, global optimization, ограничения типа неравенств, многоэкстремальная функция, селективное усреднение искомых переменных, дискретные переменные, глобальная оптимизация

Authors

Name	Organization	E-mail
Rouban Anatoly I.	Siberian Federal University	ai-rouban@mail.ru
Mikhalev Anton S.	Siberian Federal University	asmikhalev@yandex.ru

Всего: 2

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