Dynamic Globally Concavized Filled Function Method for Continuous Global Optimization

W. X. Zhu ()
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W. X. Zhu: Fuzhou University

Journal of Optimization Theory and Applications, 2008, vol. 139, issue 3, No 10, 635-648

Abstract: Abstract We consider a box-constrained continuous global minimization problem. A new definition of filled function, namely that of globally concavized filled function, is proposed. A new two-parameter class of globally concavized filled functions A(x,k,p) is constructed, which has the same global minimizers as the problem on the solution domain if p is large enough. The minimization of A(x,k,p) can escape successfully from a previously converged local minimizer by taking increasing values of k. A dynamic globally concavized filled function method is designed based on these functions and the convergence property is proved. Numerical experiments on a set of standard testing functions show that the resulting method is competitive with some well-known global minimization methods.

Keywords: Globally concavized filled functions; Box-constrained global minimization; Dynamic globally concavized filled function method; Asymptotic convergence (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-008-9405-3

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