In this paper, a new filled function which has better properties is proposed for identifying a global minimum point for a general class of nonlinear programming problems within a closed bounded domain. An algorithm for unconstrained global optimization is developed from the new filled function. Theo
โฆ LIBER โฆ
Subset simulation for unconstrained global optimization
โ Scribed by Hong-Shuang Li
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 490 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0307-904X
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In this paper, we propose a new trust region method for unconstrained optimization problems. The new trust region method can automatically adjust the trust region radius of related subproblems at each iteration and has strong global convergence under some mild conditions. We also analyze the global