A Filled Function Approach for Nonsmooth Constrained Global Optimization

Abstract EN

A novel filled function is given in this paper to find a global minima for a nonsmooth constrained optimization problem.

First, a modified concept of the filled function for nonsmooth constrained global optimization is introduced, and a filled function, which makes use of the idea of the filled function for unconstrained optimization and penalty function for constrained optimization, is proposed.

Then, a solution algorithm based on the proposed filled function is developed.

At last, some preliminary numerical results are reported.

The results show that the proposed approach is promising.