An integral function and vector sequence method for unconstrained global optimization

被引：11
|
作者：
Yang, Yongjian [1 ]
Bai, Fusheng [2 ]
机构：
[1] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China
[2] Chongqing Normal Univ, Sch Math & Comp Sci, Chongqing 400047, Peoples R China
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2011年 / 50卷 / 02期
关键词：
Global optimization; Integral function; Local minimizer; Vector sequence; CONVEXIZED FILLED FUNCTIONS; TUNNELING ALGORITHM;
D O I：
10.1007/s10898-010-9581-1
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
An integral function and a vector sequence are constructed in this paper. Their theoretical and numerical properties are investigated. Based on the integral function and the vector sequence, an algorithm is proposed for solving a class of unconstrained global optimization problems. For the algorithm, convergence to a global minimizer is discussed under some conditions. Some typical examples are tested to illustrate the efficiency of the algorithm.
引用
收藏
页码：293 / 311
页数：19
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