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A filled function method for constrained global optimization

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Abstract

In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained global optimization problems.

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Author notes

  1. Z. Y. Wu & F. S. Bai

    Present address: School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, VIC, 3353, Australia

Authors and Affiliations

  1. School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, 400047, China

    Z. Y. Wu & F. S. Bai

  2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Kongloon, Hong Kong, China

    H. W. J. Lee

  3. Department of Mathematics, Shanghai University, Shanghai, 200444, China

    Y. J. Yang

Authors
  1. Z. Y. Wu
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  2. F. S. Bai
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  3. H. W. J. Lee
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  4. Y. J. Yang
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Correspondence to Z. Y. Wu.

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Wu, Z.Y., Bai, F.S., Lee, H.W.J. et al. A filled function method for constrained global optimization. J Glob Optim 39, 495–507 (2007). https://doi.org/10.1007/s10898-007-9152-2

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  • DOI: https://doi.org/10.1007/s10898-007-9152-2

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