Abstract
In this paper, a new filled function method for finding a global minimizer of global optimization is proposed. The proposed filled function is continuously differentiable and only contains one parameter. It has no parameter sensitive terms. As a result, a general classical local optimization method can be used to find a better minimizer of the proposed filled function with easy parameter adjustment. Numerical experiments show that the proposed filled function method is effective.
Similar content being viewed by others
References
Ge, R.P.: A filled function method for finding a global minimizer of a function of several variables. Math. Program. 46, 191–204 (1990)
Ge, R.P.: The theory of filled function method for finding global minimizers of nonlinearly constrained minimization problems. J. Comput. Math. 5, 1–9 (1987)
Liu, X., Xu, W.S.: A new filled function applied to global optimization. Comput. Oper. Res. 31, 61–80 (2004)
Liu, X.: The barrier attribute of filled functions. Appl. Math. Comput. 149, 641–649 (2004)
Wang, X.L., Zhou, G.B.: A new filled function for unconstrained global optimization. Appl. Math. Comput. 174, 419–429 (2006)
Wang, Y.J., Zhang, J.S.: A new constructing auxiliary function method for global optimization. Math. Comput. Model. 47, 1396–1410 (2008)
Wang, W.X., Shang, Y.L., Zhang, L.S.: A filled function method with one parameter for box constrained global optimization. Appl. Math. Comput. 194, 54–66 (2007)
Ge, R.P., Qin, Y.F.: A class of filled functions for finding global minimizers of a function of several variables. J. Optim. Theory Appl. 54, 241–252 (1987)
Dixon, L.C.W., Gomulka J., Herson, S.E.: Reflections on global optimization problem. Optimization in Action (Academic Press, New York), pp. 398–435 (1976)
Liu, X.: A class of continuously differentiable filled functions for global optimization. IEEE transactions on systems, man, and cybernetics-part A: system and humans 38, 38–47 (2008)
Ma, S.Z., Yang, Y.J., Liu, H.Q.: A parameter free filled function for unconstrained global optimization. Appl. Math. Comput. 215, 3610–3619 (2010)
Liang, Y.M., Zhang, L.S., Li, M.M., Han, B.S.: A filled function method for global optimization. J. Comput. Appl. Math. 205, 16–31 (2007)
Ling, A.F., Xu, C.X., Xu, F.M.: A discrete filled function algorithm for approximate global solutions of max-cut problems. J. Comput. Appl. Math. 220, 643–660 (2008)
Zhang, L.S., Ng, C.K., Li, D., Tian, W.W.: A new filled function method for global optimization. J. Glob. Optim. 28, 17–43 (2004)
Woon, S.F., Rehbock, V.: A critical review of discrete filled function methods in solving nonlinear discrete optimization problems. Appl. Math. Comput. 217, 25–41 (2010)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Lin, H., Gao, Y. & Wang, Y. A continuously differentiable filled function method for global optimization. Numer Algor 66, 511–523 (2014). https://doi.org/10.1007/s11075-013-9746-3
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-013-9746-3