Title :
A filled function with one parameter approach for box constrained optimization problem
Author :
Yao, Yirong ; Zeliang, Liang ; Zhang, Liansheng
Author_Institution :
Dept. of Mathematic, Shanghai Univ., Shanghai, China
Abstract :
The box constrained optimization appears in a wide range of scientific application. Therefore, box constrained problems continue to attract research interest. We address box constrained global optimization by deriving a new filled function with one parameter algorithm, we also prove the analysis properties of the proposed function under some suitable assumptions. Moreover, we show that the unconstrained minimization allows to escape from a local minima of the original objective function. We give experiment results on a solution of problems with different properties.
Keywords :
minimisation; box constrained global optimization; box constrained optimization problem; filled function; one parameter approach; unconstrained minimization; Algorithm design and analysis; Minimization; Programming; Reliability; Box constrained problem; Filled function algorithm; Global optimization; Nonlinear programming;
Conference_Titel :
Computational Sciences and Optimization (CSO), 2012 Fifth International Joint Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4673-1365-0
DOI :
10.1109/CSO.2012.213