A novel global optimization algorithm based on the smoothing function

作者:Tian Jingjing; Yuan Liu-Yang*
来源:3rd International Conference on Mechanical, Electronic and Information Technology Engineering, ICMITE 2017, 2017-12-16 To 2017-12-17.
DOI:10.1051/matecconf/201713900223

摘要

In this paper, a new global optimization algorithm based on the smoothing function is suggested. Firstly, one of the minimizer x∗1of the smooth function F is found by employing any local minimizer finder, then the function m(x, x∗1):= min{F(x);F(x∗1)} is considered instead of the objective function F and the minimizer x∗2of the function m is searched. Because of the non-smooth of the function m, the smoothing function for m is used in order to make the local minimizer finding algorithms for smooth optimization available. Finally, a global optimization algorithm based on the smoothing function is presented. The implementation of the algorithm on several test problems is reported with numerical results.

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