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Title: A filled function method for global optimization with inequality constraints

Abstract

In this paper, we propose a new filled function method for finding a global minimizer of global optimization with inequality constraints. The proposed filled function is a continuously differentiable function with only one parameter. Then, we can use classical local optimization methods to find a better minimizer of the proposed filled function with a few parameter adjustment. The numerical experiments are made and the results show that the proposed filled function method is effective.

Authors:
 [1];  [2];  [3];  [2]
  1. Jinling Institute of Technology, Department of Fundamental Courses and Jiangsu Key Laboratory of Data Science & Smart Software (China)
  2. Xidian University, School of Computer Science and Technology (China)
  3. Beifang University for Nationalities, Information and System Science (China)
Publication Date:
OSTI Identifier:
22769342
Resource Type:
Journal Article
Journal Name:
Computational and Applied Mathematics
Additional Journal Information:
Journal Volume: 37; Journal Issue: 2; Other Information: Copyright (c) 2018 SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 0101-8205
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; FUNCTIONS; LIMITING VALUES; OPTIMIZATION

Citation Formats

Lin, Hongwei, Wang, Yuping, Gao, Yuelin, and Wang, Xiaoli. A filled function method for global optimization with inequality constraints. United States: N. p., 2018. Web. doi:10.1007/S40314-016-0407-8.
Lin, Hongwei, Wang, Yuping, Gao, Yuelin, & Wang, Xiaoli. A filled function method for global optimization with inequality constraints. United States. doi:10.1007/S40314-016-0407-8.
Lin, Hongwei, Wang, Yuping, Gao, Yuelin, and Wang, Xiaoli. Tue . "A filled function method for global optimization with inequality constraints". United States. doi:10.1007/S40314-016-0407-8.
@article{osti_22769342,
title = {A filled function method for global optimization with inequality constraints},
author = {Lin, Hongwei and Wang, Yuping and Gao, Yuelin and Wang, Xiaoli},
abstractNote = {In this paper, we propose a new filled function method for finding a global minimizer of global optimization with inequality constraints. The proposed filled function is a continuously differentiable function with only one parameter. Then, we can use classical local optimization methods to find a better minimizer of the proposed filled function with a few parameter adjustment. The numerical experiments are made and the results show that the proposed filled function method is effective.},
doi = {10.1007/S40314-016-0407-8},
journal = {Computational and Applied Mathematics},
issn = {0101-8205},
number = 2,
volume = 37,
place = {United States},
year = {2018},
month = {5}
}