An integral function and vector sequence method for unconstrained global optimization

被引：11

作者：

Yang, Yongjian ^{[1
]}

Bai, Fusheng ^{[2
]}

机构：

[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

[2] Chongqing Normal Univ, Sch Math & Comp Sci, Chongqing 400047, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2011年 / 50卷 / 02期

关键词：

Global optimization; Integral function; Local minimizer; Vector sequence; CONVEXIZED FILLED FUNCTIONS; TUNNELING ALGORITHM;

D O I：

10.1007/s10898-010-9581-1

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：

An integral function and a vector sequence are constructed in this paper. Their theoretical and numerical properties are investigated. Based on the integral function and the vector sequence, an algorithm is proposed for solving a class of unconstrained global optimization problems. For the algorithm, convergence to a global minimizer is discussed under some conditions. Some typical examples are tested to illustrate the efficiency of the algorithm.

引用

页码：293 / 311

页数：19

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