Global Minimization of Nonsmooth Constrained Global Optimization with Filled Function

Abstract EN

A novel filled function is constructed to locate a global optimizer or an approximate global optimizer of smooth or nonsmooth constrained global minimization problems.

The constructed filled function contains only one parameter which can be easily adjusted during the minimization.

The theoretical properties of the filled function are discussed and a corresponding solution algorithm is proposed.

The solution algorithm comprises two phases: local minimization and filling.

The first phase minimizes the original problem and obtains one of its local optimizers, while the second phase minimizes the constructed filled function and identifies a better initial point for the first phase.

Some preliminary numerical results are also reported.