New modified function method for global optimization

Z. Y. Wu*, L. S. Zhang, K. L. Teo, F. S. Bai

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

24 Citations (Scopus)

Abstract

In this paper, a class of global optimization problems is considered. Corresponding to each local minimizer obtained, we introduced a new modified function and construct a corresponding optimization subproblem with one constraint. Then, by applying a local search method to the one-constraint optimization subproblem and using the local minimizer as the starting point, we obtain a better local optimal solution. This process is continued iteratively. A termination rule is obtained which can serve as stopping criterion for the iterating process. To demonstrate the efficiency of the proposed approach, numerical examples are solved.

Original languageEnglish
Pages (from-to)181-203
Number of pages23
JournalJournal of Optimization Theory and Applications
Volume125
Issue number1
DOIs
Publication statusPublished - Apr 2005
Externally publishedYes

Keywords

  • Global minima
  • Global optimization methods
  • Local minima
  • Modified functions

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