求解带箱子集约束的非光滑全局优化问题的填充函数方法

doi:10.15960/j.cnki.issn.1007-6093.2019.01.003

Operations Research Transactions ›› 2019, Vol. 23 ›› Issue (1): 28-34.doi: 10.15960/j.cnki.issn.1007-6093.2019.01.003

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Filled function method for solving non-smooth box constrained global optimization problems

WANG Weixiang¹, SHANG Youlin^2,*, WANG Duo²

1. College of Science, Shanghai Second Polytechnic University, Shanghai 201209, China;
2. School of Mathematics and Statistics, Henan University of Science and Technology, Luoyang 471003, Henan, China

Received:2017-11-03 Online:2019-03-15 Published:2019-03-15

Abstract

Abstract:

This paper introduces a new filled function method for solving non-smooth box constrained global optimization problems. The constructed filled function contains only one parameter, which could be adjusted readily during the process of the iterations. The theoretical properties of the filled function are analyzed, and a filled function algorithm is designed. Finally, the effectiveness of the proposed algorithm is verified by some numerical calculations.

Key words: non-smooth global optimization, filled function, global optimizer, nonlinear equations

CLC Number:

O223

WANG Weixiang, SHANG Youlin, WANG Duo. Filled function method for solving non-smooth box constrained global optimization problems[J]. Operations Research Transactions, 2019, 23(1): 28-34.

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Filled function method for solving non-smooth box constrained global optimization problems

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