A New Filled Function Method with One Parameter for Global Optimization

Fei Wei and Yuping Wang

Mathematical Problems in Engineering, 2013, vol. 2013, 1-12

Abstract:

The filled function method is an effective approach to find the global minimizer of multidimensional multimodal functions. The conventional filled functions are numerically unstable due to exponential or logarithmic term and sensitive to parameters. In this paper, a new filled function with only one parameter is proposed, which is continuously differentiable and proved to satisfy all conditions of the filled function definition. Moreover, this filled function is not sensitive to parameter, and the overflow can not happen for this function. Based on these, a new filled function method is proposed, and it is numerically stable to the initial point and the parameter variable. The computer simulations indicate that the proposed filled function method is efficient and effective.

Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2013/532325.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2013/532325.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:532325

DOI: 10.1155/2013/532325

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().