A novel filled function for solving non-smooth global optimization problem

被引：0

作者：

Wang W.-X. ^{[1
]}

Shang Y.L. ^{[2
]}

Xu L. ^{[1
]}

机构：

[1] College of Science, Shanghai Second Polytechnic University

[2] College of Science, Henan University of Science and Technology

来源：

Advances in Information Sciences and Service Sciences | 2011年 / 3卷 / 08期

关键词：

Filled function; Filled function method; Global minimizer; Local minimizer; Non-smooth unconstrained global optimization;

D O I：

10.4156/aiss.vol3.issue8.30

中图分类号：

学科分类号：

摘要：

This paper presents a new filled function for identifying global optimizers or approximate global optimizers of the non-smooth unconstrained global minimization problem. The proposed filled function contains only one parameter whose value can be adjusted easily at each iteration. The theoretical properties of the new filled function are also investigated. Based on the filled function theory, a corresponding solution algorithm is proposed. Numerical results from some test functions demonstrate that our filled function approach is promising.

引用

页码：243 / 249

页数：6

共 12 条

[1]

Ge R.P., Qin Y.F., A class of filled functions for finding a global minimizer of a function of several variables, Journal of Optimization Theory and Applications, 54, pp. 241-252, (1987)

[2]

Ge R.P., A Filled function method for finding a global minimizer of a funciton of several variables, Mathematical Programming, 46, pp. 191-204, (1990)

[3]

Shang Y.L., Pu D.G., Jiang A.P., Finding global minimizer with one-parameter filled function on unconstrained global optimization, Applied Mathematics and Computation, 191, pp. 176-182, (2007)

[4]

Wang W., Simple Transformation Functions for Finding Better Minima, Applied Mathematics Letters, 21, pp. 502-509, (2008)

[5]

Zhang L.S., On the solving global optimization approach from local to global, Journal of Chongqing Normal University(Natural Science), 26, pp. 1-6, (2009)

[6]

Zhang L.S., Ng C.K., Li D., Tian W.W., A new filled function method for global optimization, Journal of Global Optimization, 28, pp. 17-43, (2004)

[7]

Xu Z., Huang H.X., Pardalos P.M., Xu C.X., Filled functions for unconstrained global optimization, Journal of Global Optimization, 20, pp. 49-65, (2001)

[8]

Audet C., Dennis Jr. J.E., Mesh adaptive direct search algorithms for constrained optimization, SIAM Journal On Optimization, 17, pp. 188-217, (2006)

[9]

Price C.J., Robertson B.L., Reale M., A hybrid Hooke and Jeeves - direct method for non-smooth optimization, Advanced Modeling and Optimization, 11, pp. 43-61, (2009)

[10]

Clarke F.H., Optimization and Non-smooth Analysis, (1983)

← 1 2 →