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1 shree Uversty Joural or Research a Scetc Stues - Basc Sceces Seres Vol. 35 No. 3 3/ 4 / 9. / / :

2 shree Uversty Joural or Research a Scetc Stues - Basc Sceces Seres Vol. 35 No. 3 A Cojuate Graet Metho or Solv Ucostrae Optmzato problems Dr. Sulma M. Mahmoo Dr. Mohama Al Mahra Motawe Receve 6 / /. Accepte 9 / 4 /3 ABSRAC I ths paper, we preset umercal metho or solv ucostrae optmzato problems. he metho s base o a set o cojuate search rectos, a the ths set s upate repeately by eerat ew cojuate raet rectos so that steepest escet coto a Wole- Powell cotos are satse. he metho s teste o set o staar problems. Numercal expermets show that the propose metho ca exact soluto or quaratc uctos, so t ca hh accurate soluto or over quaratc uctos. Moreover, the comparsos wth other avalable results llustrate the applcablty a ececy o the presete metho. Keywors: Search Drectos, Cojuate Drectos, Le Search, Cojuate Graet Metho, Ucostrae Optmzato. Assocate Proessor, Dept. o Mathematcs, Faculty o Scece, shree Uversty, Lattaa, Syra. Assocate Proessor, Dept. o Mathematcs, Faculty o Scece, shree Uversty, Lattaa, Syra. Postrauate stuet, Dept. o Mathematcs, shree Uversty, Lattaa, Syra.

3 shree Uversty Joural. Bas. Sceces Seres 3 35 :.. M R. [-5] x, x,, ] [ K,. x : R R : :. : [] LI [5,4,3] ANDREI. - YUAN [6].

4 . - [-7].. Graet Vector : R,, K, x x. : x R,,, : x. 4. Lear Fucto : : C 4. :.. x c,,..., C c x, C C : [] essa Matrx : 3 : R : x x x M x x x x x L x x R L x x L x x O L M x

5 shree Uversty Joural. Bas. Sceces Seres 3 35 Quaratc Fucto : : 4 : C 4.3. C : j j x x. j x j j x j L j x j, j j j : 4.3 C, 4.4. j x j c,,..., x j : 4.3 j,, j,...,, x x j, j j,..., :. :[] j, 5 A δ A. : δ A δ >, δ., δ δ Aδ A Local Mmum : 6 : R ε >, 4.5 <. E Global Mmum < ε : 7 3

6 . [] Statoary Pot : 8 A { :. C [] Sale Pot : 9. [] :, Y R. AY he Numercal Soluto : }... : Lm < ε. ε > < ε., Y R : -.. : :, Y A AY : A, A A A : R,...,, R 4

7 shree Uversty Joural. Bas. Sceces Seres 3 35,...,, A A R 5.b λ 5.a 5.a λ λ L A [ λ ] A λ : A A. 5.b λ A A. : :,,...,,,,..., 5. : Φ,,,..., 5.3 : Φ Φ,,,..., 5.4 Φ Φ,,,... : m.,,,..., :. 5. : 5. :,,,..., 5.5 : 4.3 C C, C : 5.4 5

8 C C 5.6 : > : : A 5.a 5.8 C C 4.3 R.. : 5.9.,...,,

9 shree Uversty Joural. Bas. Sceces Seres 3 35 ε >, Φ Φ : : R :. :,, M M, M :,,,- :.:, - - :3 :4 :5,,, < ε :6. : :3 e, e,..., e. : e e e, 3,...,, : ψ,, :., :,, R 7

10 U W U : ψ ψ W U,,. W, ψ U, U U U C U 4.3 j, Φ j., U U C [ U U : : ]. : : j e e j,...,, :.- Φ : : :,..., :,,...,,, :. : : <, > :[] -a 5. 8

11 35 3 Sceces Seres shree Uversty Joural. Bas. 9 -b [] : c>, > < c 5.3 -c Wole-Powell :[6] δ 5.4 σ Wole-Powell :[6] δ 5.6 σ 5.7 /, δ.σ δ, a : : < : a b c c,, c :c :, : 5.8, /, δ < < δ : δ : 5.9, σ δ, < < σ : σ

12 : < σ < : σ δ, σ,,,,. : PW.5 PROGRAM Rosebroch_Fucto ; Uses Wcrt; ype termextee; M Array [..3,..3] of extee; VAR,Y: Array [..5] of extee; s,s: Array [..3] of extee; Det, orm,orm, S,S,e :extee;,j,,,,:teer; IM:M ; l:text; FUNCION x,y:extee:extee; Be :sqry-xxsqr-x; E; FUNCION x,y:extee:extee; Be :4x-yxxx-; E; FUNCION x,y:extee:extee; Be :--yxx; E; FUNCION x,y:extee:extee; Be :4-y3xx E; FUNCION x,y:extee:extee; Be :-4x e; FUNCION x,y:extee:extee; Be :-4x E; FUNCION x,y:extee:extee; Be : E; Proceure vrvar IM:M; be Det:x[],y[]x[],y[]-x[],y[]x[],y[]; IM[,]: x[],y[]/det; IM[,]: -x[],y[]/det; IM[,]:-x[],y[]/Det; IM[,]: x[],y[]/det; 3

13 shree Uversty Joural. Bas. Sceces Seres 3 35 e; FUNCION hx,y:extee:extee; Be h:-s-es-xs-sesxes-sqresxy E; FUNCION hx,y:extee:extee; Be h:sssqrs-sesx-4sses-sqresxy E; BEGIN {ma} wrtel'rosebroch Powell ew metho to solve m'; wrtel''; assl,'e:\roseb.at'; rewrtel; x[]:.5 ;y[]:.5; :; x[3]:x[];y[3]:y[]; s[]:;s[]:; s[]:;s[]:; :; :; REPEA x[]:x[3]; y[]:y[3]; or : to o be s[]:s[];s[]:s[]; s:s[];s:s[]; e:; repeat e:e-hx[],y[]/hx[],y[]; : utl Abshx[],y[]<.; wrtel'ala',,'',e::5; []:[] es; Y[]:Y[]eS; e; INVRIM; s[]:-m[,]x[],y[]m[,]x[],y[]; S[]:-M[,]x[],y[]M[,]x[],y[]; wrtel' Det',,'',et::5; wrtel''; wrtel' M ',,'',M[,]::5,' M',,'',M[,]::5; wrtel' M ',,'',M[,]::5,' M',,'',M[,]::5; s:s[]; s:s[] ; e:; Repeat e:e-hx[],y[]/hx[],y[]; : utl Abshx[],y[]<.; wrtel'ala',,'',e::5,' ',; [3]:[] es; Y[3]:Y[]eS; :; orm:sqrtsqrx[3],y[3]sqrx[3],y[3]; wrtel' ',,'',[3]::8,'; Y',,'',Y[3]::8,' ',x[3],y[3],' ',orm:; wrtel' Iterato ',,' '; real ; utl orm<.e-8 ; closel END. : SD Itr. NKK :. K, N K 3

14 PW.5 tr. tr... Math 5 K K tr. 9,8,5,3,.4 [7,8].7,6,5, [9] [] K K 3.,,3,3,4 4 [] SD tr. K.,,,,3,4 9,8,7,6,3, 5,3,4 9,8,3,3,4 [] tr. K K tr. K K 9,8,6,3, 6. 9,8,3, [3] [6] K K 3,,3,,3,4 9,8,7,5,3,.,,3,4 7.,,,3,4 8 [4] 3.. 4,3,4 9 8 : [8] Coc : x x, x, :[9] Rosebroc : [ / ] [ x, x x ] 3

15 shree Uversty Joural. Bas. Sceces Seres 3 35.,...,.> Extee Rosebroc :4 :[8],m3 Beale : 3 m [ ], y.5, y.5, y3 y x x,,..,m,..65 3,.5 : [8] roometrc : 4 j [ ], cos x cos x s x,,, [ / ] j.,..., : [9] Cube : 5 [ x, 3 x x ].,..., : [9] Freueste a Roth : 6 { 3 x x [5 x x ] x} { 9 x [ x x 4] }. : m3, [9] Brow Baly Scale m [ ], 5,4 : 7 6, x, 3 xx x 6 x x x x,., 6 6 : 3 [5] Box hree-dmesoal :[5] [exp.x exp.x [exp.x exp.x [exp.3x exp.3x. x x 3 x exp. exp ] exp.3 exp 3] 8 exp. exp ],,, 33

16 [ x [ x x : 4 [5] Woo :9 x ] 4. x ] [/ [ 9 x x 4 x x 4 3 ] ],,, x 3, [7,8] : Quas-Newto Quas-Newto rust Reo rust Reo ء Metho [8] Methos [7] Itr. Itr. Itr..359E E E-9 -,.937E E E-, 5.47E E-5 6 8, E E , E E E-8 8, E E E-8 5,.834E E E-4 7 /,/ 6.33E E E-4 8 /5,/5 3 4.[9] : ن rust Reo Methos[9] Itr. Itr..864E-.94E E E , 9.547E-6.58E , E E E E , 6.E-.778E- 4.65E-33.68E- 4, 7.[] :3 rust Reo Methos[] K K N K K N. 99E E E E E E E E E ,3.5,.5 3 :5. -,,-,, 3,,

17 shree Uversty Joural. Bas. Sceces Seres , [] :4 6 New quas-newto methos[] Itr. K K SD N Itr. K K SD N , 4 :6. -,,, -, 5,,, 4,3.[] :5 Alorthm QNP Methos[] Itr. K Itr. K.49E E E E E E E ,.5 5 :7.,3,4,3,,, < 5 Nomootoe rust Reo [3] [3] :6 /m Itr. K K N /m Itr. K K N / / / / / / / / , 6 :8.,3,,3,-, 35

18 [6] :7 < 5 A Cojuate Graet Metho [6] Itr. K K N Itr. K K N ,.5, 7 :9.,,,,, 5, 6 Nomootoe Globalzato Metho [4] [4] :8 K K K K 7.658E E E E E E E ,.5,.5 8 :. 3,3,3,3 -,,,,.5,.5 36

19 shree Uversty Joural. Bas. Sceces Seres ,,, :.3,, 8 : 37

20 .4 3,3,3,3 9 :3 : :. MURRAY, W., Numercal Methos or Ucostrae Optmzato, Acaemc Press. Loo a New Yor, 97.. L G., a C., We Z., New Cojuacy Coto a Relate New Cojuate Graet Methos For Ucostrae Optmzato, Joural o Computatoal a Apple Mathematcs ANDREI N., Accelerate Cojuate Graet Alorthm wth Fte Derece essa/vector Prouct Approxmato or Ucostrae Optmzato, Joural o Computatoal a Apple Mathematcs ANDREI N., Accelerato o Cojuate Graet Alorthms or Ucostrae Optmzato, Apple Mathematcs a Computato ANDREI N., Accelerate Scale Memoryless BFGS Precotoe Cojuate Graet Alorthm or Ucostrae Optmzato, Europea Joural o Operatoal Research

21 shree Uversty Joural. Bas. Sceces Seres YUAN G., Lu., We Z., A Cojuate Graet Metho wth Descet Drecto For Ucostrae Optmzato, Joural o Computatoal a Apple Mathematcs u C., Ya Y., Coverece O Coc Quas-Newto rust Reo Methos For Ucostrae Mmzato, Math. Appl Wa F., Zha K. a a., A Fractoal Proramm Alorthm Base O Coc Quas-Newto rust Reo Metho For Ucostrae Mmzato, Apple Mathematcs a Computato ZANG J., ZANG K., QU S., A Nomootoe Aaptve rust Reo Metho For Ucostrae Optmzato Base O Coc Moel, Apple Mathematcs a Computato FU J., SUN W., Nomootoe aaptve trust-reo metho or ucostrae optmzato problems, Apple Mathematcs a Computato WEI Z., LI G., QI L., New Quas-Newto Methos or Ucostrae Optmzato Problems, Apple Mathematcs a Computato Wu., Su L., A Quas-Newto Base Patter Search Alorthm or Ucostrae Optmzato, Apple Mathematcs a Computato QING-JUN W., Nomootoe trust reo alorthm or ucostrae optmzato problems, Apple Mathematcs a Computato ZOU Q., SUN W., QI L., A Nomootoe Globalzato Alorthm Wth Precotoe Graet Path For Ucostrae Optmzato, Apple Mathematcs a Computato FAN S.-K. S., ZAARA E., A hybr smplex search a partcle swarm optmzato or ucostrae optmzato, Europea Joural o Operatoal Research

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