A filled function method for constrained global optimization

Z. Y. Wu, F. S. Bai, Heung Wing Joseph Lee, Y. J. Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

37 Citations (Scopus)

Abstract

In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained global optimization problems.
Original languageEnglish
Pages (from-to)495-507
Number of pages13
JournalJournal of Global Optimization
Volume39
Issue number4
DOIs
Publication statusPublished - 1 Dec 2007

Keywords

  • Constrained global optimization
  • Filled function
  • Filled function method

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Optimization
  • Management Science and Operations Research
  • Applied Mathematics

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