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New Modified Function Method for Global Optimization

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Abstract

In this paper, a class of global optimization problems is considered. Corresponding to each local minimizer obtained, we introduced a new modified function and construct a corresponding optimization subproblem with one constraint. Then, by applying a local search method to the one-constraint optimization subproblem and using the local minimizer as the starting point, we obtain a better local optimal solution. This process is continued iteratively. A termination rule is obtained which can serve as stopping criterion for the iterating process. To demonstrate the efficiency of the proposed approach, numerical examples are solved.

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Author information

Authors and Affiliations

  1. Professor, Department of Mathematics, Chongqing Normal University, Chongqing, China

    Z. Y. Wu

  2. Professor, Department of Mathematics, Shanghai University, Shanghai, China

    L. S. Zhang

  3. Professor, Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

    K. L. Teo

  4. Postdoctoral Fellow, Institute of Mathematics, Fudan University, Shanghai, China

    F. S. Bai

Authors
  1. Z. Y. Wu
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  2. L. S. Zhang
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  3. K. L. Teo
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  4. F. S. Bai
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Additional information

This research was partially supported by the National Science Foundation of China, Grant 10271073.

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Wu, Z.Y., Zhang, L.S., Teo, K.L. et al. New Modified Function Method for Global Optimization. J Optim Theory Appl 125, 181–203 (2005). https://doi.org/10.1007/s10957-004-1718-2

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  • DOI: https://doi.org/10.1007/s10957-004-1718-2

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