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A Class of Parameter-free Filled Functions for Box-constrained System of Nonlinear Equations

A Class of Parameter-free Filled Functions for Box-constrained System of Nonlinear Equations
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摘要 In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a class of parameter-free filled functions is proposed for solving the problem. Some properties of the new class of filled functions are studied and discussed. Finally, an algorithm which neither computes nor explicitly approximates gradients during minimizing the filled functions is presented. The global convergence of the algorithm is also established. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. In this paper, a class of parameter-free filled functions is proposed for solving box-constrained system of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a class of parameter-free filled functions is proposed for solving the problem. Some properties of the new class of filled functions are studied and discussed. Finally, an algorithm which neither computes nor explicitly approximates gradients during minimizing the filled functions is presented. The global convergence of the algorithm is also established. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2016年第2期355-364,共10页 应用数学学报(英文版)
基金 Supported by the National Natural Science Foundation of China(No.11401450,71471140,11501233,51275366) Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology)(No.Z201401,No.2013CFA131)
关键词 system of nonlinear equations global optimization filled function method local minimizer globalminimizer system of nonlinear equations global optimization filled function method local minimizer globalminimizer
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