A revised cut-peak function method for box constrained continuous global optimization

Abstract

In this paper, we modify the concept of cut-peak function given in Wang et al. [Y. Wang, W. Fang, T. Wu, A deterministic algorithm of global optimization using cut-peak functions, Technique Report, in: The Conference of Mathematical Programming of China, 2006], and then propose a revised cut-peak function algorithm for solving box constrained continuous optimization problems. The smoothing technique is used to overcome the difficulty arising from the non-smoothness of the constructed function. By using the exterior penalty function method we find iteratively a better minimizer from the current local minimizer till a global minimizer of the concerned problem is found. Some preliminary numerical results are reported.