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Discrete Filled Function Method for Discrete Global Optimization

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Abstract

A discrete filled function method is developed in this paper to solve discrete global optimization problems over “strictly pathwise connected domains.” Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method.

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Authors and Affiliations

  1. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong S.A.R., People’s Republic of China

    Chi-Kong Ng

  2. Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, People’s Republic of China

    Lian-Sheng Zhang

  3. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong S.A.R., People’s Republic of China

    Duan Li

  4. Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, People’s Republic of China

    Wei-Wen Tian

Authors
  1. Chi-Kong Ng
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  2. Lian-Sheng Zhang
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  3. Duan Li
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  4. Wei-Wen Tian
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Correspondence to Duan Li.

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Ng, CK., Zhang, LS., Li, D. et al. Discrete Filled Function Method for Discrete Global Optimization. Comput Optim Applic 31, 87–115 (2005). https://doi.org/10.1007/s10589-005-0985-7

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  • DOI: https://doi.org/10.1007/s10589-005-0985-7

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