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

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  • 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 date: 2017-11-03

  Online published: 2019-03-15

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.

Cite this article

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

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