Finding global minima with a computable filled function

被引:144
作者
Liu, X [1 ]
机构
[1] Univ Alberta, Dept Elect & Comp Engn, Edmonton, AB T6G 2G7, Canada
关键词
filled function method; global optimization; fradient Methods; nonlinear programming;
D O I
10.1023/A:1008330632677
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The Filled Function Method is an approach to finding global minima of multidimensional nonconvex functions. The traditional filled functions have features that may affect the computability when applied to numerical optimization. This paper proposes a new filled function. This function needs only one parameter and does not include exponential terms. Also, the lower bound of weight factor a is usually smaller than that of one previous formulation. Therefore, the proposed new function has better computability than the traditional ones.
引用
收藏
页码:151 / 161
页数:11
相关论文
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