| Popis: |
In this paper, a new global optimization algorithm based on the smoothing function is suggested. Firstly, one of the minimizer x* 1 of the smooth function F is found by employing any local minimizer finder, then the function m(x, x* 1 ) := min{F(x); F(x* 1 )} is considered instead of the objective function F and the minimizer x* 2 of the function m is searched. Because of the non-smooth of the function m, the smoothing function for m is used in order to make the local minimizer finding algorithms for smooth optimization available. Finally, a global optimization algorithm based on the smoothing function is presented. The implementation of the algorithm on several test problems is reported with numerical results. |
