Abstract. We propose a branch-and-bound framework for the global optimization of unconstrained HOlder functions. The general framework is used to derive two algorithms. The first one is a generalization of Piyavskii's algorithm for univariate Lipschitz functions. The second algorithm, using a piecewise constant upper-bounding function, is designed for multivariate HOlder functions. A proof of convergence is provided for both algorithms. Computational experience is reported on several test functions from the literature.
Piyavskii's algorithm maximizes a univariate function satisfying a Lipschitz condition. We propose a modified Piyavskii's sequential algorithm which maximizes a univariate differentiable function f by iteratively constructing an upper bounding piece-wise concave function Φ of f and evaluating f at a point where Φ reaches its maximum. We compare the numbers of iterations needed by the modified Piyavskii's algorithm (n C ) to obtain a bounding piece-wise concave function Φ whose maximum is within ε of the globally optimal value f opt with that required by the reference sequential algorithm (n ref ). The main result is that n C ≤ 2n ref + 1 and this bound is sharp. We also show that the number of iterations needed by modified Piyavskii's algorithm to obtain a globally ε-optimal value together with a corresponding point (n B ) satisfies
This study presents an improved chaotic flower pollination algorithm (CFPA) with a view to handle the optimal power flow (OPF) problem integrating a hybrid wind and solar power and generate the optimal settings of generator power, bus voltages, shunt reactive power, and tap setting transformers. In spite of the benefits of FPA, it encounters two problems like other evolutionary algorithms: entrapment in local optima and slow convergence speed. Thus, to deal with these drawbacks and enhance the FPA searching accuracy, a hybrid optimization approach CFPA which combines the stochastic algorithm FPA that simulates the flowering plants process with the chaos methodology is applied in this manuscript. Therefore, owing to the various nonlinear constraints in OPF issue, a constraint handling technique named superiority of feasible solutions (SF) is embedded into CFPA. To confirm the performance of the chaotic FPA, a set of different well-known benchmark functions were employed for ten diverse chaotic maps, and then the best map is tested on IEEE 30-bus and IEEE 57-bus test systems incorporating the renewable energy sources (RESs). The obtained results are analyzed statistically using non-parametric Wilcoxon rank-sum test in view of evaluating their significance compared to the outcomes of the state-of-the-art meta-heuristic algorithms such as ant bee colony (ABC), grasshopper optimization algorithm (GOA), and dragonfly algorithm (DA). From this study, it may be established that the suggested CFPA algorithm outperforms its meta-heuristic competitors in most benchmark test cases. Additionally, the experimental results regarding the OPF problem demonstrate that the integration of RESs decreases the total cost by 12.77% and 33.11% for the two systems, respectively. Thus, combining FPA with chaotic sequences is able to accelerate the convergence and provide better accuracy to find optimal solutions. Furthermore, CFPA (especially with the Sinusoidal map) is challenging in solving complex real-world problems.
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