Finding Global Minima with a Filled Function Approach for Non-Smooth Global Optimization

الملخص EN

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 non-smooth 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.