A new filled function method for global optimization

被引：189
|
作者：
Zhang, LS
Ng, CK
Li, DA [1 ]
Tian, WW
机构：
[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
[2] Shanghai Univ, Dept Math, Shanghai, Peoples R China
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2004年 / 28卷 / 01期
基金：
中国国家自然科学基金;
关键词：
mathematical programming; global optimization; nonconvex optimization; filled function method;
D O I：
10.1023/B:JOGO.0000006653.60256.f6
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：
A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
引用
收藏
页码：17 / 43
页数：27
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