Discrete Filled Function Method for Discrete Global Optimization

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

  • Affiliations:
  • Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., People's Republic of China;Department of Mathematics, Shanghai University, Shanghai, People's Republic of China 200436;Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, N.T., People's Republic of China;Department of Mathematics, Shanghai University, Shanghai, People's Republic of China 200436

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2005

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Abstract

A discrete filled function method is developed in this paper to solve discrete global optimization problems over "strictly pathwise connected domains." Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicability and efficiency of the proposed method.