Unification of filled function and tunnelling function in global optimization

DOI10.1007/S10255-006-0349-9MaRDI QIDQ871668zbMATH OpenOpenAlexFDO

Authors Wei Wang, Yongjian Yang, Liansheng Zhang

Publication date 20 March 2007

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-006-0349-9

zbMATH Keywords

global optimizationtunneling and filled functions

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Review text

The authors consider unconstrained global optimization problems on finite dimensional spaces, where the objective function is continuously differentiable coercive function with bounded gradients and has a finite number of minimal function value. In this paper, two auxiliary functions for global optimization are proposed. These two functions possess all characters of tunneling functions and filled functions under certain general assumptions. Result of numerical experiments shows that such two auxiliary functions are effective.

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Cites work

• A class of filled functions for finding global minimizers of a function of several variables
• A new filled function method for global optimization
• Finding global minima with a computable filled function.
• Introduction to global optimization
• New classes of globally convexized filled functions for global optimization
• Revised filled function methods for global optimization.
• The globally convexized filled functions for global optimization
• The Tunneling Algorithm for the Global Minimization of Functions

Cited in

(9)

• New tunnel-filled function method for discrete global optimization
• Global minimization of nonsmooth constrained global optimization with filled function
• A modified tunneling function method for non-smooth global optimization and its application in artificial neural network
• An approach to solve local and global optimization problems based on exact objective filled penalty functions
• Lower-order smoothed objective penalty functions based on filling properties for constrained optimization problems
• A filled penalty function method for solving constrained optimization problems
• An efficient algorithm via a novel one-parameter filled function based on general univariate functions for unconstrained global optimization
• A class of objective filled penalty functions for minimax global optimization problem
• Global minimization of multimodal optimization with one-parameter filled function

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