A filled function which has the same local minimizer of the objective function

作     者：Lin, Hongwei Gao, Yuelin Wang, Xiaoli Su, Shoubao 

作者机构：Jinling Inst Technol Fac Sci Nanjing 211169 Jiangsu Peoples R China Beifang Univ Nationalities Informat & Syst Sci Yinchuan 750021 Peoples R China Xidian Univ Sch Comp Sci & Technol Xian 710071 Shaanxi Peoples R China Jinling Inst Technol Sch Comp Engn Nanjing 211169 Jiangsu Peoples R China 

出 版 物：《OPTIMIZATION LETTERS》 (最优化通信)

年 卷 期：2019年第13卷第4期

页      面：761-776页

核心收录：

学科分类：0810[工学-信息与通信工程] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 070104[理学-应用数学] 081001[工学-通信与信息系统] 0701[理学-数学] 

基　　金：National Nature Science Foundation of China [11161001, 61402350, 61375121] Research Foundation of Jinling Institute of Technology [jit-b-201314, jit-n-201309, jit-rcyj-201505] 

主　　题：Global optimization Filled function method Global minimizer Local minimizer 

摘      要：Auxiliary function methods have been considered to be practical approaches for finding the global minimizer of multi-model *** function methods, as a typical representative of auxiliary function methods, obtain a global minimizer by minimizing the objective function and the filled function cyclically. In order to improve the efficiency of the filled function, this paper presents a new filled function which has the same local minimizers of the objective function, and these minimizers are all better than the current minimizer of the objective function. Therefore, it does not need to minimize the objective function except for the first iteration in the filled function method. Additionally, the proposed filled function excludes some disadvantages of conventional filled functions and a classical local optimization method can be applied directly to the new filled function to obtain a better minimizer of the original problem. Finally, numerical experiments are made and the results show the effectiveness of the proposed method.