A new filled function method based on global search for solving unconstrained optimization problems

The filled function method is a deterministic algorithm for finding a global minimizer of global optimization problems, and its effectiveness is closely related to the form of the constructed filled function. Currently, the filled functions mainly have three drawbacks in form, namely, parameter adju...

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Vydáno v:AIMS mathematics Ročník 9; číslo 7; s. 18475 - 18505
Hlavní autoři: Li, Jia, Gao, Yuelin, Chen, Tiantian, Ma, Xiaohua
Médium: Journal Article
Jazyk:angličtina
Vydáno: AIMS Press 01.06.2024
Témata:
filled function method
global minimizer
parameter-free
step size setting
unconstrained global optimization
ISSN:2473-6988, 2473-6988
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Abstract The filled function method is a deterministic algorithm for finding a global minimizer of global optimization problems, and its effectiveness is closely related to the form of the constructed filled function. Currently, the filled functions mainly have three drawbacks in form, namely, parameter adjustment and control (if any), inclusion of exponential or logarithmic functions, and properties that are discontinuous and non-differentiable. In order to overcome these limitations, this paper proposed a parameter-free filled function that does not include exponential or logarithmic functions and is continuous and differentiable. Based on the new filled function, a filled function method for solving unconstrained global optimization problems was designed. The algorithm selected points in the feasible domain that were far from the global minimum point as initial points, and improved the setting of the step size in the stage of minimizing the filled function to enhance the algorithm's global optimization capability. In addition, tests were conducted on 14 benchmark functions and compared with existing filled function algorithms. The numerical experimental results showed that the new algorithm proposed in this paper was feasible and effective.
AbstractList The filled function method is a deterministic algorithm for finding a global minimizer of global optimization problems, and its effectiveness is closely related to the form of the constructed filled function. Currently, the filled functions mainly have three drawbacks in form, namely, parameter adjustment and control (if any), inclusion of exponential or logarithmic functions, and properties that are discontinuous and non-differentiable. In order to overcome these limitations, this paper proposed a parameter-free filled function that does not include exponential or logarithmic functions and is continuous and differentiable. Based on the new filled function, a filled function method for solving unconstrained global optimization problems was designed. The algorithm selected points in the feasible domain that were far from the global minimum point as initial points, and improved the setting of the step size in the stage of minimizing the filled function to enhance the algorithm's global optimization capability. In addition, tests were conducted on 14 benchmark functions and compared with existing filled function algorithms. The numerical experimental results showed that the new algorithm proposed in this paper was feasible and effective.
Author Gao, Yuelin
Li, Jia
Chen, Tiantian
Ma, Xiaohua
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SubjectTerms filled function method
global minimizer
parameter-free
step size setting
unconstrained global optimization
Title A new filled function method based on global search for solving unconstrained optimization problems
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