Adaptive Penalty and Barrier function based on Fuzzy Logic
dc.contributor.author | Matias, João | |
dc.contributor.author | Correia, Aldina | |
dc.contributor.author | Mestre, Pedro | |
dc.contributor.author | Serodio, Carlos | |
dc.contributor.author | Couto, Pedro | |
dc.contributor.author | Teixeira, Christophe | |
dc.contributor.author | Melo-Pinto, Pedro | |
dc.date.accessioned | 2016-11-07T10:20:55Z | |
dc.date.available | 2016-11-07T10:20:55Z | |
dc.date.issued | 2015 | |
dc.description.abstract | Optimization methods have been used in many areas of knowledge, such as Engineering, Statistics, Chemistry, among others, to solve optimization problems. In many cases it is not possible to use deriva- tive methods, due to the characteristics of the problem to be solved and/or its constraints, for example if the involved functions are non-smooth and/or their derivatives are not know. To solve this type of prob- lems a Java based API has been implemented, which includes only derivative-free optimization methods, and that can be used to solve both constrained and unconstrained problems. For solving constrained problems, the classic Penalty and Barrier functions were included in the API. In this paper a new approach to Penalty and Barrier functions, based on Fuzzy Logic, is proposed. Two penalty functions, that impose a progressive penalization to solutions that violate the constraints, are discussed. The implemented func- tions impose a low penalization when the violation of the constraints is low and a heavy penalty when the violation is high. Numerical results, obtained using twenty-eight test problems, comparing the pro- posed Fuzzy Logic based functions to six of the classic Penalty and Barrier functions are presented. Considering the achieved results, it can be concluded that the proposed penalty functions besides being very robust also have a very good performance. | pt |
dc.description.sponsorship | This work is supported by the European Union Funds (FEDER/COMPETE – Operational Competitiveness Programme) and by national funds (FCT – Portuguese Foundation for Science and Technology) under the projects PEst-OE/MAT/UI4080/2011 and PEst-OE/AGR/UI4033/2014. | pt |
dc.identifier.uri | http://hdl.handle.net/10348/6712 | |
dc.language.iso | eng | pt |
dc.peerreviewed | yes | pt |
dc.relation.ispartof | CITAB - Centro de Investigação e de Tecnologias Agro-Ambientais e Biológicas | pt |
dc.relation.ispartof | CM - Centro de Matemática | pt |
dc.rights | restricted access | pt |
dc.subject | Applications | pt |
dc.subject | Fuzzy mathematical programming | pt |
dc.subject | Mathematics | pt |
dc.subject | Derivative free optimization | pt |
dc.subject | Direct search methods | pt |
dc.subject | Penalty and Barrier functions | pt |
dc.subject | Fuzzy Logic | pt |
dc.title | Adaptive Penalty and Barrier function based on Fuzzy Logic | pt |
dc.type | journal article | pt |
degois.publication.firstPage | 6777 | pt |
degois.publication.issue | Issue 19 | pt |
degois.publication.lastPage | 6783 | pt |
degois.publication.title | Expert Systems with Applications | pt |
degois.publication.volume | 42 | pt |
dspace.entity.type | Publication | en |
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