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| Volume 4, Number 1, January 2008, pp. 125-138 | ||||||||
| L.S. Zhang, S.C. Fang and Y. Wang | ||||||||
| Key words: | ||||||||
| global optimization, nonlinear programming, tunnel function | ||||||||
| Mathematices Subject Classification: 90C30, 65H20, 65K05 | ||||||||
|
||||||||
| Volume 4, Number 1, January 2008, pp. 125-138 | ||||||||
| L.S. Zhang, S.C. Fang and Y. Wang | ||||||||
| Key words: | ||||||||
| global optimization, nonlinear programming, tunnel function | ||||||||
| Mathematices Subject Classification: 90C30, 65H20, 65K05 | ||||||||
|
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| Abstract: | |||
| We introduce a new tunnel function for finding the global minimum of a general coercive $C^1$ function over its domain. A tunnel function is constructed at a local minimizer of the objective function such that it achieves local maximum at the current solution. Moreover, a local minimizer of the tunnel function leads to a new solution to the original problem with lower objective value. Iteration follows in this manner to reach a global minimizer. Promising computational results are included and discussed. | |||
| A new tunnel function method for global optimization | ||