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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
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    References listed on IDEAS

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    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.
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    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.

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