Revised filled function methods for global optimization

被引:13
作者
Han, QM [1 ]
Han, JY
机构
[1] Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China
[2] Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
基金
中国国家自然科学基金;
关键词
global minimizer; local minimizer; the filled function method;
D O I
10.1016/S0096-3003(99)00266-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through solving an unary equation or minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included. (C) 2001 Elsevier Science Inc. All rights reserved.
引用
收藏
页码:217 / 228
页数:12
相关论文
共 11 条
[1]  
BOHACHEVSKY IO, 1986, TECHNOMETRICS, V28, P209
[2]  
DENNIS JE, 1983, NUMERICAL METHODS UN
[3]  
Fletcher R., 1981, PRACTICAL METHODS OP
[4]   AN INTRODUCTION TO SIMULATED EVOLUTIONARY OPTIMIZATION [J].
FOGEL, DB .
IEEE TRANSACTIONS ON NEURAL NETWORKS, 1994, 5 (01) :3-14
[5]  
GE R, 1990, MATH PROGRAM, V46, P191
[6]   A CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL-VARIABLES [J].
GE, RP ;
QIN, YF .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 54 (02) :241-252
[7]   FINDING MORE AND MORE SOLUTIONS OF A SYSTEM OF NONLINEAR EQUATIONS [J].
GE, RP .
APPLIED MATHEMATICS AND COMPUTATION, 1990, 36 (01) :15-30
[8]   THE GLOBALLY CONVEXIZED FILLED FUNCTIONS FOR GLOBAL OPTIMIZATION [J].
GE, RP ;
QIN, YF .
APPLIED MATHEMATICS AND COMPUTATION, 1990, 35 (02) :131-158
[9]   ON DESCENT FROM LOCAL MINIMA [J].
GOLDSTEIN AA ;
PRICE, JF .
MATHEMATICS OF COMPUTATION, 1971, 25 (115) :569-574
[10]  
Hansen Eldon R., 1992, Global optimization using interval analysis