文献类型：期刊文献

英文题名：AN APPROACH TO SOLVE LOCAL AND GLOBAL OPTIMIZATION PROBLEMS BASED ON EXACT OBJECTIVE FILLED PENALTY FUNCTIONS

作者：Tang, Jiahui[1];Xu, Yifan[1];Wang, Wei[2]

机构：[1]Fudan Univ, Sch Management, Shanghai 200433, Peoples R China;[2]East China Univ Sci & Technol, Sch Math, Shanghai 200237, Peoples R China

年份：2023

卷号：19

期号：5

起止页码：3217

外文期刊名：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION

收录：;EI(收录号：20231513871871);WOS:【SCI-EXPANDED(收录号:WOS:000804440400001)】；

基金：This work is supported by National Natural Science Foundation of China(No.72072036).

语种：英文

外文关键词：Constrained optimization problems; globally optimal points; locally optimal points; objective filled penalty functions; exactness and filling properties

摘要：In this work, an exact objective penalty function and an exact objective filled penalty function are proposed to solve constrained optimization problems. There are two main innovations of these two functions: using the exact objective penalty function to find a locally optimal point; a better locally optimal point than the current one can be found by exact objective filled penalty function. A local search method and a global search method for constrained optimization problems are proposed. We can use this new global search method to compute an approximately globally optimal point for constrained optimization problems. The convergence of the sequences obtained by the new algorithms are also analyzed respectively. Finally, the rationality of these two search methods are illustrated by numerical experiments.