Discrete Dynamics in Nature and Society
Volume 2010 (2010), Article ID 843609, 10 pages
doi:10.1155/2010/843609

Finding global minima with a filled function approach for non-smooth global optimization

Weixiang Wang1 , Youlin Shang2 and Ying Zhang3

1Department of Mathematics, Shanghai Second Polytechnic University, Shanghai 201209, China
2Department of Mathematics, Henan University of Science and Technology, Luoyang 471003, China
3Department of Mathematics, Zhejiang Normal University, Jinhua 321004, China

Abstract

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.