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Penalty fuzzy function for derivative-free optimization

dc.contributor.authorMatias, João
dc.contributor.authorMestre, Pedro
dc.contributor.authorCorreia, Aldina
dc.contributor.authorCouto, Pedro
dc.contributor.authorSerôdio, Carlos
dc.contributor.authorMelo-Pinto, P.
dc.date.accessioned2014-02-24T15:03:55Z
dc.date.available2014-02-24T15:03:55Z
dc.date.issued2012
dc.description.abstractPenalty and Barrier methods are normally used to solve Nonlinear Optimization Problems constrained problems. The problems appear in areas such as engineering and are often characterised by the fact that involved functions (objective and constraints) are non-smooth and/or their derivatives are not know. This means that optimization methods based on derivatives cannot net used. A Java based API was implemented, including only derivative-free optimizationmethods, to solve both constrained and unconstrained problems, which includes Penalty and Barriers methods. In this work a new penalty function, based on Fuzzy Logic, is presented. This function imposes a progressive penalization to solutions that violate the constraints. This means that the function imposes a low penalization when the violation of the constraints is low and a heavy penalisation when the violation is high. The value of the penalization is not known in beforehand, it is the outcome of a fuzzy inference engine. Numerical results comparing the proposed function with two of the classic penalty/barrier functions are presented. Regarding the presented results one can conclude that the prosed penalty function besides being very robust also exhibits a very good performance.por
dc.identifierDOI 10.1007/978-3-642-24001-0_27
dc.identifier.doi10.1007/978-3-642-24001-0_27pt_PT
dc.identifier.isbn978-3-642-24000-3
dc.identifier.isbn978-3-642-24001-0
dc.identifier.issn1867-5662
dc.identifier.urihttp://hdl.handle.net/10400.22/4025
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherSpringerpor
dc.relation.ispartofseriesAdvances in Intelligent and Soft Computing; Vol. 107
dc.relation.publisherversionhttp://link.springer.com/chapter/10.1007%2F978-3-642-24001-0_27por
dc.titlePenalty fuzzy function for derivative-free optimizationpor
dc.typebook part
dspace.entity.typePublication
oaire.citation.endPage8por
oaire.citation.startPage5por
oaire.citation.titleEurofuse 2011: Workshop on Fuzzy Methods for Knowledge-Based Systemspor
oaire.citation.volumeVol. 107por
rcaap.rightsclosedAccesspor
rcaap.typebookPartpor

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