A New Filled Function Method for Global Optimization

  • Authors:

  • Lian-Sheng Zhang;Chi-Kong Ng;Duan Li;Wei-Wen Tian

  • Affiliations:

  • Department of Mathematics, Shanghai University, Shanghai, China;Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong SAR, China ckng@se.cuhk.edu.hk;Corresponding author. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong SAR, China dli@se.cuhk.edu.hk;Department of Mathematics, Shanghai University, Jiading, Shanghai, China wwtian@guomai.sh.cn

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2004

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Abstract

A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.