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Non parameter-filled function for global optimization

Author

Listed:
  • Pandiya, Ridwan
  • Widodo, Widodo
  • Salmah,
  • Endrayanto, Irwan

Abstract

It has been generally recognized that most of the existing parametric filled function methods used for finding the global mininizer of unconstrained global optimization problems have computational weaknesses. In this paper, a new non parameter-filled function is proposed. This type of auxiliary function behaves as a bridge that can deliver one minimizer to another local minimizer, if one exists. To prove that the proposed filled function satisfies the filling properties required by the filled function definition, the analytical properties are explored. Through several test examples, the capability of this proposed method is demonstrated and the computational weaknesses of the parametric filled function are proved to be surmounted by this new non parameter-filled function.

Suggested Citation

  • Pandiya, Ridwan & Widodo, Widodo & Salmah, & Endrayanto, Irwan, 2021. "Non parameter-filled function for global optimization," Applied Mathematics and Computation, Elsevier, vol. 391(C).
  • Handle: RePEc:eee:apmaco:v:391:y:2021:i:c:s0096300320305968
    DOI: 10.1016/j.amc.2020.125642
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    References listed on IDEAS

    as
    1. 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.
    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.
    3. 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.
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    1. 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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