A filled function method for constrained global optimization

被引：51

作者：

Wu, Z. Y.

Bai, F. S.

Lee, H. W. J.

Yang, Y. J.

机构：

[1] Chongqing Normal Univ, Sch Math & Comp Sci, Chongqing 400047, Peoples R China

[2] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China

[3] Shanghai Univ, Dept Math, Shanghai 200444, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2007年 / 39卷 / 04期

关键词：

filled function; filled function method; constrained global optimization;

D O I：

10.1007/s10898-007-9152-2

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：

In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained global optimization problems.

引用

页码：495 / 507

页数：13

共 24 条

[1] TRUST: A deterministic algorithm for global optimization [J].

Barhen, J ;

Protopopescu, V ;

Reister, D .

SCIENCE, 1997, 276 (5315) :1094-1097

[2]

Benson HP, 1996, NAV RES LOG, V43, P765, DOI 10.1002/(SICI)1520-6750(199609)43:6<765::AID-NAV1>3.0.CO

[3]

2-2

[4]

Floudas C.A., 1990, A Collection of Test Problems for Constrained Global Optimization Algorithms

[5]

FLOUDAS CA, 1999, HDB TEST PROBLEMS LO

[6]

GE R, 1990, MATH PROGRAM, V46, P191

[7] THE GLOBALLY CONVEXIZED FILLED FUNCTIONS FOR GLOBAL OPTIMIZATION [J].

GE, RP ;

QIN, YF .

APPLIED MATHEMATICS AND COMPUTATION, 1990, 35 (02) :131-158

[8] A METHOD FOR GLOBALLY MINIMIZING CONCAVE FUNCTIONS OVER CONVEX-SETS [J].

HOFFMAN, KL .

MATHEMATICAL PROGRAMMING, 1981, 20 (01) :22-32

[9]

HORST R, 1990, NAV RES LOG, V37, P433, DOI 10.1002/1520-6750(199008)37:4<433::AID-NAV3220370403>3.0.CO

[10]

2-2

← 1 2 3 →