A filled function method applied to nonsmooth constrained global optimization

Ying Zhang*, Yingtao Xu, Liansheng Zhang

*此作品的通讯作者

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14 引用 (Scopus)
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摘要

The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method.

源语言英语
页(从-至)415-426
页数12
期刊Journal of Computational and Applied Mathematics
232
2
DOI
出版状态已出版 - 15 10月 2009
已对外发布

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Zhang, Y., Xu, Y., & Zhang, L. (2009). A filled function method applied to nonsmooth constrained global optimization. Journal of Computational and Applied Mathematics, 232(2), 415-426. https://doi.org/10.1016/j.cam.2009.06.020