New classes of globally convexized filled functions for global optimization

被引:86
作者
Lucidi, S [1 ]
Piccialli, V [1 ]
机构
[1] Univ Roma La Sapienza, DIS, I-00185 Rome, Italy
关键词
filled functions; global optimization; nonlinear optimization;
D O I
10.1023/A:1020243720794
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
We propose new classes of globally convexized filled functions. Unlike the globally convexized filled functions previously proposed in literature, the ones proposed in this paper are continuously differentiable and, under suitable assumptions, their unconstrained minimization allows to escape from any local minima of the original objective function. Moreover we show that the properties of the proposed functions can be extended to the case of box constrained minimization problems. We also report the results of a preliminary numerical experience.
引用
收藏
页码:219 / 236
页数:18
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