Abstract
In this paper, a new auxiliary function with one parameter on box constrained for escaping the current local minimizer of global optimization problem is proposed. First, a new definition of the filled function for box constrained minimization problem is given and under mild assumptions, this new auxiliary function is really a filled function. Then a new solution algorithm is proposed according to the theoretical analysis. And some numerical results demonstrate the efficiency of this method for box constrained global optimization.
| Original language | English |
|---|---|
| Pages (from-to) | 54-66 |
| Number of pages | 13 |
| Journal | Applied Mathematics and Computation |
| Volume | 194 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Dec 2007 |
| Externally published | Yes |
Keywords
- Box constrained minimization
- Filled function method
- Global minimizer
- Local minimizer