A relative difference quotient algorithm for discrete optimization

Abstract

According to the characteristics of discrete optimization, the concept of a relative difference quotient is proposed, and a highly accurate heuristic algorithm, a relative difference quotient algorithm, is developed for a class of discrete optimization problems with monotonic objective functions and constraint functions. The algorithm starts from the minimum point of the objective function outside the feasible region and advances along the direction of minimum increment of the objective function and maximum decrement of constraint functions to find a better approximate optimum solution. In order to evaluate the performance of the algorithm, a stochastic numerical test and a statistical analysis for the test results are also completed. The algorithm has been successfully applied to the discrete optimization of structures.