A Filled Function Approach for Nonsmooth Constrained Global Optimization

作者:Wang, Weixiang*; Shang, Youlin; Zhang, Ying
来源:Mathematical Problems in Engineering, 2010, 2010: 310391.
DOI:10.1155/2010/310391

摘要

A novel filled function is given in this paper to find a global minima for a nonsmooth constrained optimization problem. First, a modified concept of the filled function for nonsmooth constrained global optimization is introduced, and a filled function, which makes use of the idea of the filled function for unconstrained optimization and penalty function for constrained optimization, is proposed. Then, a solution algorithm based on the proposed filled function is developed. At last, some preliminary numerical results are reported. The results show that the proposed approach is promising.