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Abstract:
We consider a box-constrained continuous global minimization problem. A new definition of filled function, namely that of globally concavized filled function, is proposed. A new two-parameter class of globally concavized filled functions A(x,k,p) is constructed, which has the same global minimizers as the problem on the solution domain if p is large enough. The minimization of A(x,k,p) can escape successfully from a previously converged local minimizer by taking increasing values of k. A dynamic globally concavized filled function method is designed based on these functions and the convergence property is proved. Numerical experiments on a set of standard testing functions show that the resulting method is competitive with some well-known global minimization methods. © 2008 Springer Science+Business Media, LLC.
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Journal of Optimization Theory and Applications
ISSN: 0022-3239
Year: 2008
Issue: 3
Volume: 139
Page: 635-648
0 . 8 6
JCR@2008
1 . 6 0 0
JCR@2023
ESI Discipline: ENGINEERING;
JCR Journal Grade:2
Cited Count:
SCOPUS Cited Count: 10
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 1
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