A Novel Filled Function Method and Quasi-Filled Function Method for Global Optimization

  • Authors:

  • Z. Y. Wu;H. W. Lee;L. S. Zhang;X. M. Yang

  • Affiliations:

  • School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, China 400047;Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China;Department of Mathematics, Shanghai University, Shanghai, China 200444;School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, China 400047

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2006

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Abstract

This paper gives a new definition of a filled function, which eliminates certain drawbacks of the traditional definitions. Moreover, this paper proposes a quasi-filled function to improve the efficiency of numerical computation and overcomes some drawbacks of filled functions. Then, a new filled function method and a quasi-filled function method are presented for solving a class of global optimization problems. The global optimization approaches proposed in this paper will find a global minimum of original problem by implementing a local search scheme to the proposed filled function or quasi-filled function. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed scheme.