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 language | English |
|---|---|
| Pages (from-to) | 495-507 |
| Number of pages | 13 |
| Journal | Journal of Global Optimization |
| Volume | 39 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 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