Constrained Global Minimization with Filled Function Method

A New Quasi-Filled Function Method for Constrained Global Optimization

In this paper, a class of new auxiliary function with one parameter on constrained problem for escaping the current local minimizer of global optimization problem is proposed. Firstly, we give a definition of the quasifilled function for constrained problem and under some mild assumptions, we prove the proposed auxiliary function is a quasi-filled function. Then, a new algorithm is presented ac...

A filled function method for constrained global optimization

In this paper, a Þlled function for escaping the current local minimizer of a constrained global optimization problem is proposed. Then a Þlled function method for obtaining a global minimizer of the constrained optimization problem is presented. By this method, a global minimizer of a constrained global optimization problem can be obtained just by searching local minimizers of the original con...

A Transfokmation Method for Constrained - Function Minimization

A Novel Filled Function Method for Global Optimization

This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

Discrete Filled Function Method for Discrete Global Optimization

A discrete filled function method is developed in this paper to solve discrete global optimization problems over “strictly pathwise connected domains.” Theoretical properties of the proposed discrete filled function are investigated and a solution algorithm is proposed. Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the applicabi...