A filled function method for constrained global optimization
- Authors: Wu, Zhiyou , Bai, Fusheng , Lee, Heung , Yang, Yongjian
- Date: 2007
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 39, no. 4 (2007), p. 495-507
- Full Text: false
- Reviewed:
- Description: In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained global optimization problems. © 2007 Springer Science+Business Media, Inc.
- Description: C1
- Description: 2003005513
A class of convexification and concavification methods for non-monotone optimization problems
- Authors: Wu, Zhiyou , Lee, Heung , Yang, Xin-Min
- Date: 2005
- Type: Text , Journal article
- Relation: Optimization Vol. 54, no. 6 (2005), p. 605-625
- Full Text: false
- Reviewed:
- Description: A class of convexification and concavification methods are proposed for solving some classes of non-monotone optimization problems. It is shown that some classes of non-monotone optimization problems can be converted into better structured optimization problems, such as, concave minimization problems, reverse convex programming problems, and canonical D.C. programming problems by the proposed convexification and concavification methods. The equivalence between the original problem and the converted better structured optimization problem is established.
- Description: C1
- Description: 2003003608