IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v163y2014i2d10.1007_s10957-013-0515-1.html
   My bibliography  Save this article

A New Filled Function Method with Two Parameters for Global Optimization

Author

Listed:
  • Fei Wei

    (Xidian University)

  • Yuping Wang

    (Xidian University)

  • Hongwei Lin

    (Xidian University)

Abstract

The filled function method is an effective approach to find the global minimizer of multi-modal functions. The conventional filled functions are often numerically unstable due to the exponential or logarithmic term and the sensitivity to parameters. In this paper, a new filled function is proposed, which is continuously differentiable, not sensitive to parameters, and not easy to cause overflow. Then a new local search algorithm is given. Based on this, a new filled function method is proposed. The simulations indicate that the proposed method is numerically stable to the variations of the initial points and the parameters. The comparison with some existing algorithms shows that the proposed method is more efficient and effective.

Suggested Citation

  • Fei Wei & Yuping Wang & Hongwei Lin, 2014. "A New Filled Function Method with Two Parameters for Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 163(2), pages 510-527, November.
    • Handle: RePEc:spr:joptap:v:163:y:2014:i:2:d:10.1007_s10957-013-0515-1
    DOI: 10.1007/s10957-013-0515-1
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-013-0515-1
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-013-0515-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hedar, Abdel-Rahman & Fukushima, Masao, 2006. "Tabu Search directed by direct search methods for nonlinear global optimization," European Journal of Operational Research, Elsevier, vol. 170(2), pages 329-349, April.
    2. Chelouah, Rachid & Siarry, Patrick, 2000. "Tabu Search applied to global optimization," European Journal of Operational Research, Elsevier, vol. 123(2), pages 256-270, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pandiya, Ridwan & Widodo, Widodo & Salmah, & Endrayanto, Irwan, 2021. "Non parameter-filled function for global optimization," Applied Mathematics and Computation, Elsevier, vol. 391(C).
    2. El-Gindy, T.M. & Salim, M.S. & Ahmed, A.I., 2016. "A new filled function method applied to unconstrained global optimization," Applied Mathematics and Computation, Elsevier, vol. 273(C), pages 1246-1256.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ivorra, Benjamin & Mohammadi, Bijan & Manuel Ramos, Angel, 2015. "A multi-layer line search method to improve the initialization of optimization algorithms," European Journal of Operational Research, Elsevier, vol. 247(3), pages 711-720.
    2. Schlereth, Christian & Stepanchuk, Tanja & Skiera, Bernd, 2010. "Optimization and analysis of the profitability of tariff structures with two-part tariffs," European Journal of Operational Research, Elsevier, vol. 206(3), pages 691-701, November.
    3. Hvattum, Lars Magnus & Glover, Fred, 2009. "Finding local optima of high-dimensional functions using direct search methods," European Journal of Operational Research, Elsevier, vol. 195(1), pages 31-45, May.
    4. E A Silver, 2004. "An overview of heuristic solution methods," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(9), pages 936-956, September.
    5. Bartholomew-Biggs, M. C. & Parkhurst, S. C. & Wilson, S. P., 2003. "Global optimization approaches to an aircraft routing problem," European Journal of Operational Research, Elsevier, vol. 146(2), pages 417-431, April.
    6. M. Bierlaire & M. Thémans & N. Zufferey, 2010. "A Heuristic for Nonlinear Global Optimization," INFORMS Journal on Computing, INFORMS, vol. 22(1), pages 59-70, February.
    7. Chang-Yong Lee & Dongju Lee, 2014. "Determination of initial temperature in fast simulated annealing," Computational Optimization and Applications, Springer, vol. 58(2), pages 503-522, June.
    8. Rosanna Grassi & Paolo Bartesaghi & Stefano Benati & Gian Paolo Clemente, 2021. "Multi-Attribute Community Detection in International Trade Network," Networks and Spatial Economics, Springer, vol. 21(3), pages 707-733, September.
    9. Hirsch, M.J. & Pardalos, P.M. & Resende, M.G.C., 2010. "Speeding up continuous GRASP," European Journal of Operational Research, Elsevier, vol. 205(3), pages 507-521, September.
    10. Hedar, Abdel-Rahman & Fukushima, Masao, 2006. "Tabu Search directed by direct search methods for nonlinear global optimization," European Journal of Operational Research, Elsevier, vol. 170(2), pages 329-349, April.
    11. S.-C. Horng & S.-Y. Lin, 2009. "Ordinal Optimization of G/G/1/K Polling Systems with k-Limited Service Discipline," Journal of Optimization Theory and Applications, Springer, vol. 140(2), pages 213-231, February.
    12. Mariani, Viviana Cocco & Coelho, Leandro dos Santos, 2011. "A hybrid shuffled complex evolution approach with pattern search for unconstrained optimization," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(9), pages 1901-1909.
    13. Tiago Maritan Ugulino Araújo & Lisieux Marie M. S. Andrade & Carlos Magno & Lucídio Anjos Formiga Cabral & Roberto Quirino Nascimento & Cláudio N. Meneses, 2016. "DC-GRASP: directing the search on continuous-GRASP," Journal of Heuristics, Springer, vol. 22(4), pages 365-382, August.
    14. Naanaa, Anis, 2015. "Fast chaotic optimization algorithm based on spatiotemporal maps for global optimization," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 402-411.
    15. Piotrowski, Adam P. & Napiorkowski, Jaroslaw J. & Kiczko, Adam, 2012. "Differential Evolution algorithm with Separated Groups for multi-dimensional optimization problems," European Journal of Operational Research, Elsevier, vol. 216(1), pages 33-46.
    16. Hwang Yi & Mi-Jin Kim & Yuri Kim & Sun-Sook Kim & Kyu-In Lee, 2019. "Rapid Simulation of Optimally Responsive Façade during Schematic Design Phases: Use of a New Hybrid Metaheuristic Algorithm," Sustainability, MDPI, vol. 11(9), pages 1-28, May.
    17. Congbo Li & Lingling Li & Ying Tang & Yantao Zhu & Li Li, 2019. "A comprehensive approach to parameters optimization of energy-aware CNC milling," Journal of Intelligent Manufacturing, Springer, vol. 30(1), pages 123-138, January.
    18. M. Gaviano & D. Lera & A. Steri, 2010. "A local search method for continuous global optimization," Journal of Global Optimization, Springer, vol. 48(1), pages 73-85, September.
    19. Zheng Peng & Donghua Wu & Quan Zheng, 2013. "A Level-Value Estimation Method and Stochastic Implementation for Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 156(2), pages 493-523, February.
    20. Shelokar, P.S. & Jayaraman, V.K. & Kulkarni, B.D., 2008. "Multicanonical jump walk annealing assisted by tabu for dynamic optimization of chemical engineering processes," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1213-1229, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:163:y:2014:i:2:d:10.1007_s10957-013-0515-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.