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A revised cut-peak function method for box constrained continuous global optimization
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DOI：10.1016/j.amc.2007.04.045.png)
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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. (c) 2007 Elsevier Inc. All rights reserved.
Keyword:
global optimization
cut-peak function
global minimizer
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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