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A Filled Function Approach for Nonsmooth Constrained Global Optimization

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  • Weixiang Wang
  • Youlin Shang
  • Ying Zhang

Abstract

A novel filled function is given in this paper to find a global minima for a nonsmooth constrained optimization problem. First, a modified concept of the filled function for nonsmooth constrained global optimization is introduced, and a filled function, which makes use of the idea of the filled function for unconstrained optimization and penalty function for constrained optimization, is proposed. Then, a solution algorithm based on the proposed filled function is developed. At last, some preliminary numerical results are reported. The results show that the proposed approach is promising.

Suggested Citation

  • Weixiang Wang & Youlin Shang & Ying Zhang, 2010. "A Filled Function Approach for Nonsmooth Constrained Global Optimization," Mathematical Problems in Engineering, Hindawi, vol. 2010, pages 1-9, November.
    • Handle: RePEc:hin:jnlmpe:310391
    DOI: 10.1155/2010/310391
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