A filled function method with one parameter for box constrained global optimization

被引：24
|
作者：
Wang, Weixiang [1 ,4 ]
Shang, Youlin [2 ,3 ]
Zhang, Liansheng [1 ]
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Henan Univ Sci & Technol, Dept Math, Luoyang 471003, Peoples R China
[3] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China
[4] Shanghai Polytech Univ 2, Dept Math, Shanghai 201209, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2007年 / 194卷 / 01期
关键词：
local minimizer; global minimizer; box constrained minimization; filled function method;
D O I：
10.1016/j.amc.2007.04.011
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：54 / 66
页数：13
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