A new global optimization technique by auxiliary function method in a directional search


ŞAHİNER A. , Ibrahem S. A.

OPTIMIZATION LETTERS, cilt.13, ss.309-323, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 13 Konu: 2
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1007/s11590-018-1315-1
  • Dergi Adı: OPTIMIZATION LETTERS
  • Sayfa Sayıları: ss.309-323

Özet

In this study, we introduce a new global optimization technique for a multi-dimensional unconstrained optimization problem. First, we present a new smoothing auxiliary function. Second, we transform the multi-dimensional problem into a one-dimensional problem by using an auxiliary function to reduce the number of local minimizers and then we find the global minimizer of the one-dimensional problem. Finally, we find the global minimizer of the multi-dimensional smooth objective function with the help of a new algorithm.