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Abstract:
We present a new definition of filled function, named globally concavized filled function, for the box constrained continuous global minimization problem. A class of this kind of filled functions are constructed. These functions contain two easily determinable parameters, which are not dependent on the radius of the basin at the current local minimizer to make them be globally concavized filled functions. We design a randomized algorithm to solve the problem basing on these functions and prove that the algorithm can converge asymptotically with probability one to a global minimizer of the problem. Numerical experiments are presented to show the effectiveness and robustness of the algorithm.
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Source :
OPTIMIZATION METHODS & SOFTWARE
ISSN: 1055-6788
Year: 2006
Issue: 4
Volume: 21
Page: 653-666
0 . 5 6 3
JCR@2006
1 . 4 0 0
JCR@2023
ESI Discipline: COMPUTER SCIENCE;
JCR Journal Grade:3
Cited Count:
WoS CC Cited Count: 6
SCOPUS Cited Count: 7
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 2
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