A new filled function method for unconstrained global optimization

被引：64
|
作者：
Yang, YJ [1 ]
Shang, YL
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Henan Univ Sci & Technol, Dept Math, Luoyang 471003, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2006年 / 173卷 / 01期
关键词：
filled function; unconstrained global optimization; global minimizer;
D O I：
10.1016/j.amc.2005.04.046
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a new definition of the filled function is given, it is different from the primary definition which was given by Ge in paper [R.P. Ge, A filled function method for finding a global minimzer of a function of several variables, Math. Program. 46 (1990) 191-204]. Based on the definition, a new filled function is proposed, and it has better properties. An algorithm for unconstrained global optimization is developed from the new filled function. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：501 / 512
页数：12
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