Finding Global Minima with a Filled Function Approach for Non-Smooth Global Optimization
نویسندگان
چکیده
A filled function approach is proposed for solving a non-smooth unconstrained global optimization problem. First, the definition of filled function in Zhang 2009 for smooth global optimization is extended to non-smooth case and a new one is put forwarded. Then, a novel filled function is proposed for non-smooth the global optimization and a corresponding nonsmooth algorithm based on the filled function is designed. At last, a numerical test is made. The computational results demonstrate that the proposed approach is effcient and reliable.
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