A filled function method with one parameter for box constrained global optimization

作者：Wang Weixiang^*; Shang Youlin; Zhang Liansheng

来源：Applied Mathematics and Computation, 2007, 194(1): 54-66.

DOI：10.1016/j.amc.2007.04.011

• local minimizer
• global minimizer
• box constrained minimization
• filled function method

In this paper, a new auxiliary function with one parameter on box constrained for escaping the current local minimizer of global optimization problem is proposed. First, a new definition of the filled function for box constrained minimization problem is given and under mild assumptions, this new auxiliary function is really a filled function. Then a new solution algorithm is proposed according to the theoretical analysis. And some numerical results demonstrate the efficiency of this method for box constrained global optimization.

• 出版日期2007-12-1
• 单位上海第二工业大学; 河南大学; 上海大学; 同济大学