| 초록 |
Many engineering problems are formulated as general nonlinear optimization problems which are generally nonconvex and may have multiple local optima. In this paper, a new global optimization algorithm is proposed for unconstrained problems which uses a local optimization algorithm and escaping sequence iteratively. When using local optimization algorithm itself, we may be trapped in a local optimum solution, so we need an escape phase from local optimum point. The proposed algorithm is composed of two phases: local optimization phase (LOP) and escape phase (EP). The LOP finds a local optimum, and the EP escapes from that local optimum and finds a new starting point using cutting plane method and global line search. The interaction between LOP and EP continues until termination criterion is satisfied. The proposed algorithm is successfully applied to a number of general nonlinear unconstrained optimization problems and shows excellent performance. |
