A new filled function method for global optimization

被引：195

作者：

Zhang, LS

Ng, CK

Li, DA ^{[1
]}

Tian, WW

机构：

[1] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China

[2] Shanghai Univ, Dept Math, Shanghai, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2004年 / 28卷 / 01期

基金：

中国国家自然科学基金;

关键词：

mathematical programming; global optimization; nonconvex optimization; filled function method;

D O I：

10.1023/B:JOGO.0000006653.60256.f6

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：

A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.

引用

页码：17 / 43

页数：27

共 19 条

[11] THE TUNNELING ALGORITHM FOR THE GLOBAL MINIMIZATION OF FUNCTIONS [J].