A hybrid global optimisation algorithm based on locally filled functions and cluster analysis

Authors:
Hong-Xuan Huang;Yu Zhao
Affiliations:
Department of Industrial Engineering, Tsinghua University, Beijing 100084, PR China.;Department of Mathematical Sciences, Tsinghua University, Beijing 100084, PR China
Venue:
International Journal of Computational Science and Engineering
Year:
2007

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Abstract

In this paper we will extend the definition of a filled function and propose a new definition of a locally filled function. The difference between the locally filled function and the classical filled function is illustrated by an example. The existence of a locally filled function is also studied in theory. Based on the locally filled function and cluster analysis technique we will present a hybrid global optimisation algorithm. The algorithm integrates the deterministic and stochastic searching techniques and has a very powerful globally searching ability. Numerical performance of the new hybrid algorithm is demonstrated by two examples about the Shubert I and Sine-Square I functions.