Title :
A new filled function method for global optimization
Author :
Yang, Yongjian ; Gao, Yuelin
Author_Institution :
Department of Mathematics, Shanghai University, China 200444
Abstract :
A new definition of the filled function is given in this paper. Based on the definition, a new filled function which has better characters is presented. And an algorithm for the global optimization problem is developed. As a result, the computational cost of the proposed filled function method is much less than that of other filled function methods. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
Keywords :
Dynamic programming; Linear programming; Minimization methods; Optimization; Reliability; Tunneling; Global minimizer; Local minimizer;
Conference_Titel :
Digital Signal Processing (DSP), 2015 IEEE International Conference on
Conference_Location :
Singapore, Singapore
DOI :
10.1109/ICDSP.2015.7251329
