Finding Global Minima with a Filled Function Approach for Non-Smooth Global Optimization

Weixiang Wang, Youlin Shang and Ying Zhang

Discrete Dynamics in Nature and Society, 2010, vol. 2010, 1-10

Abstract:

A filled function approach is proposed for solving a non-smooth unconstrained global optimization problem. First, the definition of filled function in Zhang (2009) for smooth global optimization is extended to non-smooth case and a new one is put forwarded. Then, a novel filled function is proposed for non-smooth the global optimization and a corresponding non-smooth algorithm based on the filled function is designed. At last, a numerical test is made. The computational results demonstrate that the proposed approach is effcient and reliable.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:843609

DOI: 10.1155/2010/843609

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