A Novel Filled Function Method and Quasi-Filled Function Method for Global Optimization |
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Authors: | Z Y Wu H W J Lee L S Zhang X M Yang |
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Institution: | (1) School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, 400047, China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China;(3) Department of Mathematics, Shanghai University, Shanghai, 200444, China |
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Abstract: | This paper gives a new definition of a filled function, which eliminates certain drawbacks of the traditional definitions.
Moreover, this paper proposes a quasi-filled function to improve the efficiency of numerical computation and overcomes some
drawbacks of filled functions. Then, a new filled function method and a quasi-filled function method are presented for solving
a class of global optimization problems. The global optimization approaches proposed in this paper will find a global minimum
of original problem by implementing a local search scheme to the proposed filled function or quasi-filled function. Illustrative
examples are provided to demonstrate the efficiency and reliability of the proposed scheme.
This research was partially supported by Chongqing Municipal Education Commission under Grant 030809, and the Research Committee
of The Hong Kong Polytechnic University.
An erratum to this article is available at . |
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Keywords: | filled function quasi-filled function global optimization |
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