A filled function method applied to nonsmooth constrained global optimization

Authors:
Ying Zhang;Yingtao Xu;Liansheng Zhang
Affiliations:
Department of Mathematics, Zhejiang Normal University, Jinhua Zhejiang 321004, China;Department of Mathematics, Zhejiang Normal University, Jinhua Zhejiang 321004, China;Department of Mathematics, Shanghai University, Baoshan Shanghai 200444, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method.