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A New Filled Function Method for Global Optimization |
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| Authors: | Lian-Sheng Zhang Chi-Kong Ng Duan Li Wei-Wen Tian |
| Institution: | (1) Department of Mathematics, Shanghai University, Shanghai, China;(2) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong SAR, China, E-mail;(3) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong SAR, China, E-mail;(4) Department of Mathematics, Shanghai University, Jiading, Shanghai, China, E-mail |
| Abstract: | 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. |
| Keywords: | Mathematical programming Global optimization Nonconvex optimization Filled function method |
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