Volume 6
Number 3
pp. 641-651

Transformed functions for global optimization
Wei Wang and Yifan Xu

Abstract
In this paper, two transformed functions are presented for constrained global optimization with multi-extremum objective function. These transformed functions take a key role in the proceeding for the global optimization. We prove that if the current minimizer is not a global one, there must exist an optimal point of the transformed function in a ``lower region" such that the objective value is less than the current minimizer. Thus, the primal problem can get a better minimizer. Moreover, an algorithm is given to show the application of transformed functions.
Key words Mathematices Subject Classification
nonlinear programming, global optimization, linear constraints, transformed function 90C26, 90C30
ONLINE SUBSCRIPTION (Institutional Subscription Only)
Reference

Copyright© 2010 Yokohama Publishers Back