Conference Paper

A new algorithm for constrained global optimization based on filled function

Dept. of Math., Shanghai Second Polytech. Univ., Shanghai
DOI: 10.1109/ICALIP.2008.4589953 Conference: Audio, Language and Image Processing, 2008. ICALIP 2008. International Conference on
Source: IEEE Xplore


In this paper, we propose a filled function method for constrained global optimization. This filled function contains only one parameter which is easily to be chosen. Then we investigate the properties of this function and design a new algorithm based on this function. Last, we make a numerical test. The numerical results show the efficiency of this global optimization method.

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    ABSTRACT: A new filled function with one parameter is proposed for solving constrained global optimization problems without the coercive condition, in which the filled function contains neither exponential term nor fractional term and is easy to be calculated. A corresponding filled function algorithm is established based on analysis of the properties of the filled function. At last, we perform numerical experiments on some typical test problems using the algorithm and the detailed numerical results show that the algorithm is effective.
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