Title :
A Filled Function with One Parameter for Unconstrained Global Optimization
Author :
Dai, Guowen ; Cui, Hongquan
Author_Institution :
Dept. of Math., Shanghai Univ., Shanghai, China
Abstract :
This paper considers the unconstrained global optimization problem, For this purpose, a filled function with one parameter is constructed. Based on this function, an algorithm for the unconstrained global optimization is developed. The algorithm makes use of the descent search algorithm with a new descent direction. The implementation of the algorithms on several test problems is reported with numerical results.
Keywords :
optimisation; tree searching; branch and bound; descent direction; descent search algorithm; filled function; global minimizer; local minimizer; unconstrained global optimization; Algorithm design and analysis; Convergence; Minimization; Optimization; Partitioning algorithms; Tunneling; branch and bound; filled function; global minimizer; local minimizer; unconstrained optimization;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
DOI :
10.1109/CSO.2012.102
