New Modified Function Method for Global Optimization

Z. Y. Wu, L. S. Zhang, K. L. Teo and F. S. Bai
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Z. Y. Wu: Chongqing Normal University
L. S. Zhang: Shanghai University
K. L. Teo: Hong Kong Polytechnic University
F. S. Bai: Fudan University

Journal of Optimization Theory and Applications, 2005, vol. 125, issue 1, No 9, 203 pages

Abstract: Abstract In this paper, a class of global optimization problems is considered. Corresponding to each local minimizer obtained, we introduced a new modified function and construct a corresponding optimization subproblem with one constraint. Then, by applying a local search method to the one-constraint optimization subproblem and using the local minimizer as the starting point, we obtain a better local optimal solution. This process is continued iteratively. A termination rule is obtained which can serve as stopping criterion for the iterating process. To demonstrate the efficiency of the proposed approach, numerical examples are solved.

Keywords: Modified functions; global optimization methods; local minima; global minima (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-004-1718-2

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