A new filled function applied to global optimization

Authors:
Xian Liu;Wilsun Xu
Affiliations:
Department of Systems Engineering, University of Arkansas at Little Rock, Little Rock, AR;Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Alta, Canada T6G 2G7
Venue:
Computers and Operations Research
Year:
2004

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Abstract

The filled function method (FFM) is an approach to find the global minimizer of multi-modal functions. The numerical applicability of conventional filled functions is limited as they are defined on either exponential or logarithmic terms. This paper proposes a new filled function that does not have such disadvantages. An algorithm is presented according to the theoretical analysis. A computer program is designed, implemented, and tested. Numerical experiments on typical testing functions show that the new approach is superior to the conventional one. The result of optimization design for an electrical machine is also reported.