Newton based homotopy optimization method for solving global optimization problem

Optimization method is widely used in mechanics and engineering, economics, operations research and engineering controls. Various methods have been introduced to solve the optimization problem and mostly it will get a local optimum. One of the most commonly used method is the Newton-Raphson method....

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Main Author: Mohd. Taha, Ahmad Zharif Salami
Format: Thesis
Language:English
Published: 2013
Subjects:
Online Access:http://eprints.utm.my/33234/1/AhmadZharifSalamiMFS2013.pdf
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author Mohd. Taha, Ahmad Zharif Salami
author_facet Mohd. Taha, Ahmad Zharif Salami
author_sort Mohd. Taha, Ahmad Zharif Salami
collection ePrints
description Optimization method is widely used in mechanics and engineering, economics, operations research and engineering controls. Various methods have been introduced to solve the optimization problem and mostly it will get a local optimum. One of the most commonly used method is the Newton-Raphson method. In this method, there are some circumstances where it is unable to solve the optimization problem. With the help of homotopy, the problems faced by the Newton-Raphson method can be overcome and thus solve the optimization problem. Therefore, the aim of this study is to investigate the Newton-Raphson method as the basis for the homotopy optimization method for finding local minimum and also the global minimum. There are several auxiliary homotopy functions that should be selected and this project using the Newton Homotopy and Fixed-Point Homotopy. The ability for these two functions are compared in solving optimization. To strengthen these findings, the project is programmed using MATLAB to implement the Newton’s based Homotopy Optimization Method. The four functions of univariate and multivariate are provided for illustrative purposes. This project has succeeded to compare the ability of these two auxiliary homotopy functions in solving global optimization method.
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spelling utm.eprints-332342017-09-14T03:58:16Z http://eprints.utm.my/33234/ Newton based homotopy optimization method for solving global optimization problem Mohd. Taha, Ahmad Zharif Salami QA75 Electronic computers. Computer science Optimization method is widely used in mechanics and engineering, economics, operations research and engineering controls. Various methods have been introduced to solve the optimization problem and mostly it will get a local optimum. One of the most commonly used method is the Newton-Raphson method. In this method, there are some circumstances where it is unable to solve the optimization problem. With the help of homotopy, the problems faced by the Newton-Raphson method can be overcome and thus solve the optimization problem. Therefore, the aim of this study is to investigate the Newton-Raphson method as the basis for the homotopy optimization method for finding local minimum and also the global minimum. There are several auxiliary homotopy functions that should be selected and this project using the Newton Homotopy and Fixed-Point Homotopy. The ability for these two functions are compared in solving optimization. To strengthen these findings, the project is programmed using MATLAB to implement the Newton’s based Homotopy Optimization Method. The four functions of univariate and multivariate are provided for illustrative purposes. This project has succeeded to compare the ability of these two auxiliary homotopy functions in solving global optimization method. 2013-01 Thesis NonPeerReviewed application/pdf en http://eprints.utm.my/33234/1/AhmadZharifSalamiMFS2013.pdf Mohd. Taha, Ahmad Zharif Salami (2013) Newton based homotopy optimization method for solving global optimization problem. Masters thesis, Universiti Teknologi Malaysia, Faculty of Science. http://dms.library.utm.my:8080/vital/access/manager/Repository/vital:71535?site_name=Restricted Repository
spellingShingle QA75 Electronic computers. Computer science
Mohd. Taha, Ahmad Zharif Salami
Newton based homotopy optimization method for solving global optimization problem
title Newton based homotopy optimization method for solving global optimization problem
title_full Newton based homotopy optimization method for solving global optimization problem
title_fullStr Newton based homotopy optimization method for solving global optimization problem
title_full_unstemmed Newton based homotopy optimization method for solving global optimization problem
title_short Newton based homotopy optimization method for solving global optimization problem
title_sort newton based homotopy optimization method for solving global optimization problem
topic QA75 Electronic computers. Computer science
url http://eprints.utm.my/33234/1/AhmadZharifSalamiMFS2013.pdf
work_keys_str_mv AT mohdtahaahmadzharifsalami newtonbasedhomotopyoptimizationmethodforsolvingglobaloptimizationproblem