Filled functions for unconstrained global optimization

被引:102
|
作者
Xu, Z [1 ]
Huang, HX
Pardalos, PM
Xu, CX
机构
[1] Univ Florida, Dept Ind & Syst Engn, Gainesville, FL 32611 USA
[2] Tsing Hua Univ, Dept Math Sci, Beijing 100084, Peoples R China
[3] Xian Jiao Tong Univ, Fac Sci, Xian 710049, Peoples R China
基金
中国国家自然科学基金; 美国国家科学基金会;
关键词
global optimization; local minimizer; filled function; Basin; hill;
D O I
10.1023/A:1011207512894
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
This paper is concerned with filled function techniques for unconstrained global minimization of a continuous function of several variables. More general forms of filled functions are presented for smooth and non-smooth optimization problems. These functions have either one or two adjustable parameters. Conditions on functions and on the values of parameters are given so that the constructed functions have the desired properties of filled functions.
引用
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页码:49 / 65
页数:17
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