A filled function method for global optimization

被引：24
|
作者：
Liang, Y. M. [1 ]
Zhang, L. S.
Li, M. M.
Han, B. S.
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Shanghai Univ Engn Sci, Dept Math, Shanghai 201620, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2007年 / 205卷 / 01期
基金：
中国国家自然科学基金;
关键词：
local minimizer; global optimization; filled function method; nonlinear programming;
D O I：
10.1016/j.cam.2006.04.038
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A novel filled function with one parameter is suggested in this paper for finding a global minimizer for a general class of nonlinear programming problems with a closed bounded box. A new algorithm is presented according to the theoretical analysis. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. (C) 2006 Elsevier B.V. All rights reserved.
引用
收藏
页码：16 / 31
页数：16
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