A new filled function method applied to unconstrained global optimization

被引:30
作者
El-Gindy, T. M. [1 ]
Salim, M. S. [2 ]
Ahmed, A. I. [2 ]
机构
[1] Assiut Univ, Fac Sci, Dept Math, Assiut, Egypt
[2] Al Azhar Univ, Dept Math, Fac Sci, Assiut, Egypt
关键词
Filled function; Unconstrained global optimization; Local minimizer; Global minimizer; Nonlinear programming; ONE-PARAMETER; TUNNELING ALGORITHM; MINIMIZER;
D O I
10.1016/j.amc.2015.08.091
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we propose a new filled function, and give an efficient criterion to choose its two parameters appropriately. An algorithm for unconstrained global optimization is developed from this new filled function, numerical results with a comparison on many test problems show that this algorithm is efficient and reliable. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:1246 / 1256
页数:11
相关论文
共 28 条
[1]  
Ahmed AI., 2013, J CONCR APPL MATH IC, V11, P136
[2]  
An L., 2004, J. Shanghai Univ., V8, P117
[3]  
[Anonymous], 1987, CONSTRAINED GLOBAL O
[4]  
Barhen J., 1977, SCIENCE, V276, P1094
[5]   TERMINAL REPELLER UNCONSTRAINED SUBENERGY TUNNELING (TRUST) FOR FASTGLOBAL OPTIMIZATION [J].
CETIN, BC ;
BARHEN, J ;
BURDICK, JW .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1993, 77 (01) :97-126
[6]   TABOO SEARCH - AN APPROACH TO THE MULTIPLE MINIMA PROBLEM [J].
CVIJOVIC, D ;
KLINOWSKI, J .
SCIENCE, 1995, 267 (5198) :664-666
[7]  
GE R, 1990, MATH PROGRAM, V46, P191
[8]   A CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL-VARIABLES [J].
GE, RP ;
QIN, YF .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 54 (02) :241-252
[9]  
Horst R., 1993, Global Optimization: Deterministic Approaches, V2nd ed
[10]  
Horst R., 1995, Introduction to Global Optimization