Special Session 96: 

The global optimization algorithm for the sum of the certain nonlinear nonconvex functions

Mio Horai
Isegakuen High School
Japan
Co-Author(s):    Takashi Gyoshin Nitta
Abstract:
This research presents an approximation algorithm for a certain nonlinear optimization problem whose objective functions are the sum of the composite functions, second differential functions and polynomial fractional functions. In order to solve the problems, we divide the domain into 4 parts, where the first and second differential functions are positive or negative. The nonlinear functions are converted into the linearized function in the each divided domain. We compute the linear optimization problem by Simplex method, and obtain the optimal value by using Branch and Bound algorithm. We illustrate some numerical experiments to demonstrate the feasibility of our