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A Filled Function Method with One Parameter for Box Constraint

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1 Author(s)
Jiao Shuqing ; Coll. of Sci., Armed Police Force Eng. Univ., Xi'an, China

In this paper, a new auxiliary function with one parameter for box constraint is proposed. It can escape from the current local minimizer to arrive at a lower local minimizer and can finally go to a global optimal solution. First, a new definition of the filled function for box constrained minimization problem is given, and under mild assumptions, this new auxiliary function can be proved to be a filled function. Then a new solution algorithm is proposed according to the theoretical analysis. And some numerical results demonstrate the efficiency of the proposed algorithm.

Published in:

Computational Intelligence and Security (CIS), 2012 Eighth International Conference on

Date of Conference:

17-18 Nov. 2012