Global minimization of nonsmooth constrained global optimization with filled function

DOI10.1155/2014/563860MaRDI QIDQ1718659zbMATH OpenOpenAlexWikidataFDO

Authors Youlin Shang, Ying Zhang, Wei-Xiang Wang

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/563860

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Review text

Summary: A novel filled function is constructed to locate a global optimizer or an approximate global optimizer of smooth or nonsmooth constrained global minimization problems. The constructed filled function contains only one parameter which can be easily adjusted during the minimization. The theoretical properties of the filled function are discussed and a corresponding solution algorithm is proposed. The solution algorithm comprises two phases: local minimization and filling. The first phase minimizes the original problem and obtains one of its local optimizers, while the second phase minimizes the constructed filled function and identifies a better initial point for the first phase. Some preliminary numerical results are also reported.

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Cites work

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Cited in

(5)

• Global minimization of non-smooth unconstrained problems with filled function
• A filled function approach for nonsmooth constrained global optimization
• A filled function method applied to nonsmooth constrained global optimization
• New filled functions for nonsmooth global optimization
• A one-parameter filled function method applied to nonsmooth constrained global optimization

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