A Filled Function Approach for Nonsmooth Constrained Global Optimization

Weixiang Wang, Youlin Shang and Ying Zhang

Mathematical Problems in Engineering, 2010, vol. 2010, 1-9

Abstract:

A novel filled function is given in this paper to find a global minima for a nonsmooth constrained optimization problem. First, a modified concept of the filled function for nonsmooth constrained global optimization is introduced, and a filled function, which makes use of the idea of the filled function for unconstrained optimization and penalty function for constrained optimization, is proposed. Then, a solution algorithm based on the proposed filled function is developed. At last, some preliminary numerical results are reported. The results show that the proposed approach is promising.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:310391

DOI: 10.1155/2010/310391

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