A cut-peak function method for global optimization

doi:10.1016/j.cam.2008.10.069

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	A cut-peak function method for global optimization
	Wang, Yuncheng 2; Fang, Weiwu 1; Wu, Tianjiao1
	2009-08-01
发表期刊	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
ISSN	0377-0427
卷号	230 期号:1 页码:135-142
摘要	A new method is proposed for solving box constrained global optimization problems. The basic idea of the method is described as follows: Constructing a so-called cut-peak function and a choice function for each present minimizer, the original problem of finding a global solution is converted into an auxiliary minimization problem of finding local minimizers of the choice function, whose objective function values are smaller than the previous ones. For a local minimum solution of auxiliary problems this procedure is repeated until no new minimizer with a smaller objective function value could be found for the last minimizer. Construction of auxiliary problems and choice of parameters are relatively simple, so the algorithm is relatively easy to implement, and the results of the numerical tests are satisfactory compared to other methods. (C) 2008 Elsevier B.V. All rights reserved.
关键词	Global optimization Cut-peak function Box constrained minimization problem Smoothing technique
DOI	10.1016/j.cam.2008.10.069
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000267237500013
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9216
专题	系统科学研究所
通讯作者	Fang, Weiwu
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Shandong Agr Univ, Coll Informat Sci & Engn, Tainan 271018, Taiwan
推荐引用方式 GB/T 7714	Wang, Yuncheng,Fang, Weiwu,Wu, Tianjiao. A cut-peak function method for global optimization[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2009,230(1):135-142.
APA	Wang, Yuncheng,Fang, Weiwu,&Wu, Tianjiao.(2009).A cut-peak function method for global optimization.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,230(1),135-142.
MLA	Wang, Yuncheng,et al."A cut-peak function method for global optimization".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 230.1(2009):135-142.