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 filled function method for constrained nonlinear equations
- Authors: Bai, Fusheng , Mammadov, Musa , Wu, Zhiyou , Yang, Yongjian
- Date: 2008
- Type: Text , Journal article
- Relation: Pacific Journal of Optimization Vol. 4, no. 1 (Jan 2008), p. 9-18
- Full Text: false
- Reviewed:
- Description: We consider the problem of solving a constrained system of nonlinear equations. After reformulating the system into an equivalent constrained global optimization problems, we construct a filled function based on a special property of the reformulated problem. A filled function method is then proposed to solve the constrained system of nonlinear equations. Some numerical examples are presented to illustrate the usefulness of the present techniques.
- Description: C1
A new auxiliary function method for systems of nonlinear equations
- Authors: Wu, Zhiyou , Bai, Fusheng , Li, Guoquan , Yang, Yongjian
- Date: 2014
- Type: Text , Journal article
- Relation: Journal of Industrial and Management Optimization Vol. 11, no. 2 (2014), p. 345-364
- Full Text: false
- Reviewed:
- Description: In this paper, we present a new global optimization method to solve nonlinear systems of equations. We reformulate given system of nonlinear equations as a global optimization problem and then give a new auxiliary function method to solve the reformulated global optimization problem. The new auxiliary function proposed in this paper can be a filled function, a quasifilled function or a strict filled function with appropriately chosen parameters. Several numerical examples are presented to illustrate the effciency of the present approach.
An integral function and vector sequence method for unconstrained global optimization
- Authors: Yang, Yongjian , Bai, Fusheng
- Date: 2011
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 50, no. 2 (2011), p. 293-311
- Full Text: false
- Reviewed:
- Description: An integral function and a vector sequence are constructed in this paper. Their theoretical and numerical properties are investigated. Based on the integral function and the vector sequence, an algorithm is proposed for solving a class of unconstrained global optimization problems. For the algorithm, convergence to a global minimizer is discussed under some conditions. Some typical examples are tested to illustrate the efficiency of the algorithm. © Springer Science+Business Media, LLC. 2010.