A Hybrid Genetic-Continuation Algorithm for Solving Constrained Optimization Problems


Abstract in English

we constructed a continuation predictor- corrector algorithm that solves constrained optimization problems. Smooth penalty functions combined with numerical continuation, along with the use of the expanded Lagrangian system, were essential components of the algorithm. An improvement of this algorithm was published, which dealt with the linear algebra in the corrector part of the algorithm.

References used

Q. Al-Hassan, A variable order-variable stepsize continuation method for solving constrained optimization problems, Mu'tah J. for Research and Studies, vol. ٧, no.١, December ١٩٩٢, ppI٧٥-١٩٥
Q. Al-Hassan, On the solution of nonlinear programming problems with equality constraints via continuation using special LU factorization, J.of Info. And Opt. Sciences, vol. ١٤(١٩٩٣), no.٢, ppI٨٩-٢٠١
Q. Al-Hassan, On the solution of nonlinear programming problems via continuation using special LU factorization, J. of Info.And Opt.Sciences, vol.١٥ (١٩٩٤), no.٣, pp ٣٧٣-٣٨٦

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