A filled function method applied to nonsmooth constrained global optimization

作者：Zhang Ying^*; Xu Yingtao; Zhang Liansheng

来源：Journal of Computational and Applied Mathematics, 2009, 232(2): 415-426.

DOI：10.1016/j.cam.2009.06.020

• Nonsmooth optimization
• Global optimization
• Filled function
• Local minimizer
• Global minimizer

The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method.

• 出版日期2009-10-15
• 单位浙江师范大学