A new filled function algorithm for constrained global optimization problems

A new filled function algorithm for constrained global optimization problems

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Article ID: iaor20113326
Volume: 217
Issue: 12
Start Page Number: 5853
End Page Number: 5859
Publication Date: Feb 2011
Journal: Applied Mathematics and Computation
Authors: , ,
Keywords: global optimization
Abstract:

A new filled function with one parameter is proposed for solving constrained global optimization problems without the coercive condition, in which the filled function contains neither exponential term nor fractional term and is easy to be calculated. A corresponding filled function algorithm is established based on analysis of the properties of the filled function. At last, we perform numerical experiments on some typical test problems using the algorithm and the detailed numerical results show that the algorithm is effective.

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