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A filled function method applied to nonsmooth constrained global optimization

✍ Scribed by Ying Zhang; Yingtao Xu; Liansheng Zhang

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
607 KB
Volume
232
Category
Article
ISSN
0377-0427

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✦ Synopsis

The filled function method is an effective approach to find a global minimizer. In this paper, based on a new definition of the filled function for nonsmooth constrained programming problems, a one-parameter filled function is constructed to improve the efficiency of numerical computation. Then a corresponding algorithm is presented. It is a global optimization method which modify the objective function as a filled function, and which find a better local minimizer gradually by optimizing the filled function constructed on the minimizer previously found. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed filled function method.

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## Abstract Heuristic methods, such as tabu search, are efficient for global optimizations. Most studies, however, have focused on constraint‐free optimizations. Penalty functions are commonly used to deal with constraints for global optimization algorithms in dealing with constraints. This is some