An integral function and vector sequence method for unconstrained global optimization

Authors:
Yongjian Yang;Fusheng Bai
Affiliations:
Department of Mathematics, Shanghai University, Shanghai, China 200444;School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, China 400047 and School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, A ...
Venue:
Journal of Global Optimization
Year:
2011

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Abstract

An integral function and a vector sequence are constructed in this paper. Their theoretical and numerical properties are investigated. Based on the integral function and the vector sequence, an algorithm is proposed for solving a class of unconstrained global optimization problems. For the algorithm, convergence to a global minimizer is discussed under some conditions. Some typical examples are tested to illustrate the efficiency of the algorithm.