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A new auxiliary function method for general constrained global optimization

journal contribution
posted on 2013-01-01, 00:00 authored by Z Y Wu, F S Bai, Y J Yang, Musa MammadovMusa Mammadov
In this article, we first propose a method to obtain an approximate feasible point for general constrained global optimization problems (with both inequality and equality constraints). Then we propose an auxiliary function method to obtain a global minimizer or an approximate global minimizer with a required precision for general global optimization problems by locally solving some unconstrained programming problems. Some numerical examples are reported to demonstrate the efficiency of the present optimization method.

History

Journal

Optimization

Volume

62

Issue

2

Pagination

193 - 210

Publisher

Taylor & Francis

Location

Abingdon, Eng.

ISSN

0233-1934

eISSN

1029-4945

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

Copyright notice

2013, Taylor & Francis

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