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Journal of Global Optimization

, Volume 28, Issue 1, pp 17–43 | Cite as

A New Filled Function Method for Global Optimization

  • Lian-Sheng Zhang
  • Chi-Kong Ng
  • Duan Li
  • Wei-Wen Tian
Article

Abstract

A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.

Mathematical programming Global optimization Nonconvex optimization Filled function method 

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Copyright information

© Kluwer Academic Publishers 2004

Authors and Affiliations

  • Lian-Sheng Zhang
    • 1
  • Chi-Kong Ng
    • 2
  • Duan Li
    • 3
  • Wei-Wen Tian
    • 4
  1. 1.Department of MathematicsShanghai UniversityShanghaiChina
  2. 2.Department of Systems Engineering and Engineering ManagementThe Chinese University of Hong Kong, ShatinHong Kong SARChina, E-mail
  3. 3.Department of Systems Engineering and Engineering ManagementThe Chinese University of Hong Kong, ShatinHong Kong SARChina, E-mail
  4. 4.Department of MathematicsShanghai UniversityShanghaiChina, E-mail

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