A continuously differentiable filled function method for global optimization

被引：31
|
作者：
Lin, Hongwei [1 ]
Gao, Yuelin [2 ]
Wang, Yuping [3 ]
机构：
[1] Jinling Inst Technol, Dept Basic Sci, Nanjing 211169, Jiangsu, Peoples R China
[2] Beifang Univ Nationalities, Inst Informat & Syst Sci, Yinchuan 750021, Peoples R China
[3] Xidian Univ, Sch Comp Sci & Technol, Xian 710071, Shaanxi, Peoples R China
来源：
NUMERICAL ALGORITHMS | 2014年 / 66卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Global optimization; Filled function method; Global minimizer; Local minimizer; MINIMIZERS; VARIABLES; PARAMETER;
D O I：
10.1007/s11075-013-9746-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a new filled function method for finding a global minimizer of global optimization is proposed. The proposed filled function is continuously differentiable and only contains one parameter. It has no parameter sensitive terms. As a result, a general classical local optimization method can be used to find a better minimizer of the proposed filled function with easy parameter adjustment. Numerical experiments show that the proposed filled function method is effective.
引用
收藏
页码：511 / 523
页数：13
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