A HYBRID APPROACH FOR NONLINEAR OPTIMIZATION

Combining the BFGS method with the chaos optimization method, a hybrid approach is proposed to solve nonlinear optimization problems with boundary restraints of variables. The hybrid method is an effective approach to solve nonconvex optimization problems, because it inherits the merits of fast searching ability to locate global optimum in the chaos optimization method and the advantage of high convergence speed of the BFGS method. Numerical examples illustrate that the present method possesses both good capability to search global optima and rigid convergence speed in comparison with that of the chaos optimization method.