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


ŞAHİNER A., Ibrahem S. A.

OPTIMIZATION LETTERS, cilt.13, sa.2, ss.309-323, 2019 (SCI-Expanded, Scopus)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 13 Sayı: 2
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1007/s11590-018-1315-1
  • Dergi Adı: OPTIMIZATION LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.309-323
  • Süleyman Demirel Üniversitesi Adresli: Evet

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.