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A NOVEL FILLED FUNCTION METHOD FOR GLOBAL OPTIMIZATION

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This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

Abstract

This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

참고문헌 (10)

  1. X. Chen, "Lagrangian globalization methods for nonlinear complementarity problems", J. Optim. Theory Appl., 112(1), pp.77~95 (2002)
  2. R. Ge, "A filled function method for finding a global minimizer of a function of several variables", Math. Program.(Ser. A), 46(2), pp.191~204 (1990)
  3. R. Ge, "The globally convexized filled functions for global optimization", Appl. Math. Comput., 35(2), pp.131~158 (1990)
  4. X. Liu, "Several filled functions with mitigators", Appl. Math. Comput., 133(2), pp.375~387 (2002)
  5. Z. Y.Wu, "A novel filled function method and quasi-filled function method for global optimization", Comput. Optim. Appl., 34(2), pp.249~272 (2006)
  6. Z. Y. Wu, "A filled function method for nonlinear equations", Appl. Math. Comput., 189(2), pp.1196~1204 (2007)
  7. Z. Xu, "Filled functions for unconstrained global optimization", J. Global Optim., 20(1), pp.49~65 (2001)
  8. Y. Yang, "A new filled function method for unconstrained global optimization", Appl. Math. Comput., 173(1), pp.501~512 (2006)
  9. L. S. Zhang, "A new filled function method for global optimization", J. Global Optim., 28(1), pp.17~43 (2004)
  10. Q. Zheng, "Integral global minimization: algorithms, implementations and numerical tests", J. Global Optim., 7(4), pp.421~454 (1995)

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