A cut-peak function method for global optimization

doi:10.1016/j.cam.2008.10.069

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	A cut-peak function method for global optimization
	Wang, Yuncheng 2; Fang, Weiwu 1; Wu, Tianjiao1
刊名	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
	2009-08-01
卷号	230 期号:1 页码:135-142
关键词	Global optimization Cut-peak function Box constrained minimization problem Smoothing technique
ISSN号	0377-0427
DOI	10.1016/j.cam.2008.10.069
英文摘要	A new method is proposed for solving box constrained global optimization problems. The basic idea of the method is described as follows: Constructing a so-called cut-peak function and a choice function for each present minimizer, the original problem of finding a global solution is converted into an auxiliary minimization problem of finding local minimizers of the choice function, whose objective function values are smaller than the previous ones. For a local minimum solution of auxiliary problems this procedure is repeated until no new minimizer with a smaller objective function value could be found for the last minimizer. Construction of auxiliary problems and choice of parameters are relatively simple, so the algorithm is relatively easy to implement, and the results of the numerical tests are satisfactory compared to other methods. (C) 2008 Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000267237500013
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/9215]
专题	系统科学研究所
通讯作者	Fang, Weiwu
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Shandong Agr Univ, Coll Informat Sci & Engn, Tainan 271018, Taiwan
推荐引用方式 GB/T 7714	Wang, Yuncheng,Fang, Weiwu,Wu, Tianjiao. A cut-peak function method for global optimization[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2009,230(1):135-142.
APA	Wang, Yuncheng,Fang, Weiwu,&Wu, Tianjiao.(2009).A cut-peak function method for global optimization.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,230(1),135-142.
MLA	Wang, Yuncheng,et al."A cut-peak function method for global optimization".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 230.1(2009):135-142.