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New Modified Function Method for Global Optimization

Author

Listed:
  • Z. Y. Wu

    (Chongqing Normal University)

  • L. S. Zhang

    (Shanghai University)

  • K. L. Teo

    (Hong Kong Polytechnic University)

  • F. S. Bai

    (Fudan University)

Abstract

In this paper, a class of global optimization problems is considered. Corresponding to each local minimizer obtained, we introduced a new modified function and construct a corresponding optimization subproblem with one constraint. Then, by applying a local search method to the one-constraint optimization subproblem and using the local minimizer as the starting point, we obtain a better local optimal solution. This process is continued iteratively. A termination rule is obtained which can serve as stopping criterion for the iterating process. To demonstrate the efficiency of the proposed approach, numerical examples are solved.

Suggested Citation

  • Z. Y. Wu & L. S. Zhang & K. L. Teo & F. S. Bai, 2005. "New Modified Function Method for Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 125(1), pages 181-203, April.
    • Handle: RePEc:spr:joptap:v:125:y:2005:i:1:d:10.1007_s10957-004-1718-2
    DOI: 10.1007/s10957-004-1718-2
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    Citations

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    Cited by:

    1. Gao, Yuelin & Yang, Yongjian & You, Mi, 2015. "A new filled function method for global optimization," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 685-695.
    2. Long, Qiang & Wu, Changzhi & Wang, Xiangyu, 2015. "A system of nonsmooth equations solver based upon subgradient method," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 284-299.
    3. Immanuel Bomze & Chen Ling & Liqun Qi & Xinzhen Zhang, 2012. "Standard bi-quadratic optimization problems and unconstrained polynomial reformulations," Journal of Global Optimization, Springer, vol. 52(4), pages 663-687, April.

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