Finding global minima with a novel filled function for non-smooth unconstrained optimisation

Wei-Xiang Wang, You-Lin Shang and Ying Zhang

International Journal of Systems Science, 2012, vol. 43, issue 4, 707-714

Abstract: This article presents a novel filled function approach for finding a better minimiser of both non-smooth and smooth unconstrained global optimisations. Unlike any traditional filled function, in theory, the filled function proposed in this article does not assume that the objective function is coercive. Moreover, the proposed function contains only one parameter, which can be easily adjusted. In the algorithm section, an algorithm based on the proposed filled function is presented for unconstrained global optimisation in which the objective function is assumed to be coercive. A numerical test is also provided. The preliminary computational results show that the proposed filled function approach is promising.

Date: 2012
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DOI: 10.1080/00207721.2010.520094

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