Keywords : constrained optimization


Using "Filter" Approach to Solve the Constrained Optimization Problems

Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2010, Volume 7, Issue 1, Pages 99-107
DOI: 10.33899/csmj.2010.163849

In this paper, the solution of constrained nonlinear programming problems by a Sequential Quadratic Programming (SQP) is considered. The aim of the present work is to promote global convergence without the need to use a penalty and Barrier functions in the mixed interior-exterior point method. Instead, a new concept of a “filter” that aims to minimize the objective function and its approach that allows appoint to be accepted if reduces the objective function and satisfies the constraint violation function. If that point is rejected a new point is tested.
 

Using the Update of Conditional BFGS in Constrained Optimization

Abbas Y. Al-Bayati; Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2009, Volume 6, Issue 2, Pages 11-20
DOI: 10.33899/csmj.2009.163812

In this paper, we have used one of the preconditioned conjugate gradient algorithm with the Quasi – Newton approximation; namely the BFGS preconditioned algorithm which was suggested by (AL-Bayati and Aref, 2001). In this paper we have suggested a new algorithm for constrained optimization with robust numerical results, for solving constrained optimization problems.
 

New Initial Parameter for the Constrained Optimization Method

Abbas Y. Al-Bayati; Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2006, Volume 3, Issue 1, Pages 61-68
DOI: 10.33899/csmj.2006.164036

In this paper, we have investigated a new initial parameter in the nonlinear constrained optimization method. The aim of this new method is to make a balance between interior and exterior method for constrained optimization. The new technique has been programmed to solve some of standard problems in the non-linear optimization. The results are too effective when compared with other standard optimization methods like interior and exterior methods.
 

Modification of Non-Linear Constrained Optimization

Ban Ahmed Mitras

AL-Rafidain Journal of Computer Sciences and Mathematics, 2004, Volume 1, Issue 2, Pages 67-77
DOI: 10.33899/csmj.2004.164112

In this paper we have investigated a new initial parameter, the new parameter is to make balance between interior suitable for inequality constrained exterior method (suitable for equality and inequality constrained) for non-linear constrained optimization. The new algorithm is programmed to solve some standard problems in non-linear optimization method. The results are too effective when compared with Barriar –Penalty algorithm.