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.
Highlights
Since more accurate precisions demanded by real-world problems, studies on global optimization have become a hot topic
It should be noted that these filled function methods deal only with smooth unconstrained or box constrained optimization problem
Many practical problems could only be modelled as nonsmooth constrained global optimization problems
Summary
Since more accurate precisions demanded by real-world problems, studies on global optimization have become a hot topic. The filled function method was originally introduced in 1, 2 for smooth unconstrained global optimization. It should be noted that these filled function methods deal only with smooth unconstrained or box constrained optimization problem. Many practical problems could only be modelled as nonsmooth constrained global optimization problems To address this situation, in this paper, we generalize the filled function proposed in 10 and establish. Mathematical Problems in Engineering a novel filled function approach for nonsmooth constrained global optimization.
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