Solving Irregular Econometric and Mathematical Optimization Problems with a Genetic Hybrid Algorithm |
| |
Authors: | Ralf Östermark |
| |
Affiliation: | (1) Department of Business Administration, Åbo Akademi University, Henriksgatan 7, FIN-20500 ÅBO, Finland; e-mail |
| |
Abstract: | In the present paper we apply a new Genetic Hybrid Algorithm (GHA) to globally minimize a representative set of ill-conditioned econometric/mathematical functions. The genetic algorithm was specifically designed for nonconvex mixed integer nonlinear programming problems and it can be successfully applied to both global and constrained optimization. In previous studies, we have demonstrated the efficiency of the GHA in solving complicated NLP, INLP and MINLP problems. The present study is a continuation of this research, now focusing on a set of highly irregular optimization problems. In this paper we discuss the genetic hybrid algorithm, the nonlinear problems to be solved and present the results of the empirical tests. |
| |
Keywords: | optimization econometric functions nonlinear programming evolutionary programming |
本文献已被 SpringerLink 等数据库收录! |
|