A FFACGO for Constrained Global Optimization

Wei-xiang Wang, Y. Shang
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引用次数: 1

Abstract

In this paper, a filled function approach for constrained global optimization (FFACGO) is proposed. It is a combination of the idea of filled function method in unconstrained global optimization with the concept of penalty function in constrained optimization.Moreover, this FFACGO can be easily actualized with a process that aims at successively finding better optimizer. The performance of the FFACGO in numerical experiments for several testing functions is quite satisfactory and shows its efficiency
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约束全局优化的FFACGO算法
提出了一种求解约束全局优化问题的填充函数方法。它是无约束全局优化中的填充函数方法思想与约束优化中的惩罚函数思想的结合。此外,这种FFACGO可以很容易地通过一个旨在逐步寻找更好的优化器的过程来实现。在多个测试函数的数值实验中,FFACGO的性能令人满意,证明了它的有效性
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