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A class of parameter-free filled functions for box-constrained system of nonlinear equations
Authors:Liu-yang Yuan  Zhong-ping Wan  Qiu-hua Tang  Yue Zheng
Affiliation:1.Hubei Province Key Laboratory of Systems Science in Metallurgical Process,Wuhan University of Science and Technology,Wuhan,China;2.School of Mathematics and Statistics,Wuhan University,Wuhan,China;3.Industrial Engineering Department,Wuhan University of Science and Technology,Wuhan,China;4.School of Management,Huaibei Normal University,Huaibei,China
Abstract:In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a class of parameter-free filled functions is proposed for solving the problem. Some properties of the new class of filled functions are studied and discussed. Finally, an algorithm which neither computes nor explicitly approximates gradients during minimizing the filled functions is presented. The global convergence of the algorithm is also established. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
Keywords:
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