JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2023, Vol. 58 ›› Issue (7): 80-87.doi: 10.6040/j.issn.1671-9352.0.2022.344

Previous Articles     Next Articles

A new filled function method for global optimization

Haiyan LIU*(),Shouheng TUO   

  1. School of Computer Science and Technology, Xi'an University of Posts and Telecommunications, Xi'an 710121, Shaanxi, China
  • Received:2022-06-23 Online:2023-07-20 Published:2023-07-05
  • Contact: Haiyan LIU E-mail:hyliu83@126.com

Abstract:

A new hybrid single-parameter filled function is proposed which is also continuous and differentiable. Combined with an evolutionary algorithm, a new filled function algorithm is proposed. The new filled function algorithm can improve the efficiency of the optimization by repeatedly escaping from current local optimum to better areas with better solutions. To enhance the explore ability of the proposed algorithm, we use uniform distribution to make better population diversity. Numerical experiments show the simplicity and efficiency of the proposed algorithm.

Key words: filled function, global optimization, local search, evolutionary algorithm, multimodal function

CLC Number: 

  • TP301

Fig.1

Illustration of the new filled function method"

Table 1

Results of the HSFF algorithm"

No n Iter FEs a Rate/%
1 2 4.20 312.00 0.43 93.33
2 2(c=0.2) 4.53 236.80 0.30 100.00
2(c=0.5) 3.53 181.47 0.30 86.67
2(c=0.05) 5.20 257.67 0.30 100.00
3 2 2.53 117.53 0.30 100.00
4 2 2.67 126.80 0.30 100.00
5 2 3.73 173.27 0.30 100.00
6 2 5.27 402.67 0.94 100.00
7 2 3.40 186.47 0.30 100.00
3 4.00 315.93 0.30 100.00
5 4.93 692.93 0.30 100.00
7 4.73 1 090.53 0.30 100.00
10 6.60 2 541.20 0.30 100.00

Table 2

Comparison results of the three filled function algorithms"

No n 文献[1]的填充函数方法 文献[7]的填充函数方法 HSFF
Iter Ff Fg Iter Ff Fg Iter Ff Fg
1 2 4 21 276 460 2 315 0 4.20 312.00 0
2 2 15 27 500 942 2 778 0 4.53 236.80 0
34 54 505 2 500 2 310 0 3.53 181.47 0
35 38 424 1 940 3 977 0 5.20 257.67 0
3 2 32 92 498 2 203 2 577 0 2.53 117.53 0
4 2 44 35 171 2 319 2 303 0 2.67 126.80 0
5 2 14 15 759 671 2 265 0 3.73 173.27 0
6 2 20 103 988 1 861 3 635 0 5.27 402.67 0
7 2 22 107 899 2 445 3 549 0 3.40 186.47 0
3 6 248 407 3 976 2 1 283 0 4.00 315.93 0
5 16 1 229 860 13 644 2 5 291 0 4.93 692.93 0
7 21 1 443 686 16 661 2 12 793 0 4.73 1 090.53 0
10 16 1 829 898 23 955 2 33 810 0 6.60 2 541.20 0
1 GE Renpu . A filled function method for finding a global minimizer of a function of several variables[J]. Mathematical Programming, 1990, 46 (1): 191- 204.
2 LIU Xian . Finding global minima with a computable filled function[J]. Journal of Global Optimization, 2001, 19 (2): 151- 161.
doi: 10.1023/A:1008330632677
3 WANG Weixiang , SHANG Youlin , ZHANG Liansheng . A filled function method with one parameter for box constrained global optimization[J]. Applied Mathematics and Computation, 2007, 194 (1): 54- 66.
doi: 10.1016/j.amc.2007.04.011
4 ZHANG Ying , XU Yingtao . A one-parameter filled function method applied to nonsmooth constrained global optimization[J]. Computers & Mathematics with Applications, 2009, 58 (6): 1230- 1238.
5 HE Suxiang , CHEN Weilai , WANG Hui . A new filled function algorithm for constrained global optimization problems[J]. Applied Mathematics and Computation, 2011, 217 (12): 5853- 5859.
doi: 10.1016/j.amc.2010.12.070
6 李忠豪, 张连生, 杨永健. 不等式约束全局优化的填充函数法[J]. 中国海洋大学学报(自然科学版), 2013, 43 (11): 117- 120.
doi: 10.16441/j.cnki.hdxb.2013.11.017
LI Zhonghao , ZHANG Liansheng , YANG Yongjian . Filling function method for global optimization with inequality constraints[J]. Journal of Ocean University of China(Natural Science), 2013, 43 (11): 117- 120.
doi: 10.16441/j.cnki.hdxb.2013.11.017
7 EL-GINDY T M , SALIM M S , AHMED A I . A new filled function method applied to unconstrained global optimization[J]. Applied Mathematics and Computation, 2016, 273, 1246- 1256.
doi: 10.1016/j.amc.2015.08.091
8 LIU Xian , XU Wilsun . A new filled function applied to global optimization[J]. Computers & Operations Research, 2004, 31 (1): 61- 80.
doi: 10.3969/j.issn.1001-3695.2004.01.018
9 ZHANG Liansheng , NG Chikong , LI Duan , et al. A new filled function method for global optimization[J]. Journal of Global Optimization, 2004, 28 (1): 17- 43.
doi: 10.1023/B:JOGO.0000006653.60256.f6
10 YANG Yongjian , SHANG Youlin . A new filled function method for unconstrained global optimization[J]. Applied Mathematics and Computation, 2006, 173 (1): 501- 512.
doi: 10.1016/j.amc.2005.04.046
11 WANG Chengjun , YANG Yongjian , LI Jing . A new filled function method for unconstrained global optimization[J]. Journal of Computational and Applied Mathematics, 2009, 225 (1): 68- 79.
doi: 10.1016/j.cam.2008.07.001
12 GAO Yuelin , YANG Yongjian , YOU Mi . A new filled function method for global optimization[J]. Applied Mathematics and Computation, 2015, 268, 685- 695.
doi: 10.1016/j.amc.2015.06.090
13 LIU Xian . A class of continuously differentiable filled functions for global optimization[J]. IEEE Transactions on Systems, Man and Cybernetics, Part A: Systems and Humans, 2008, 38 (1): 38- 47.
doi: 10.1109/TSMCA.2007.909554
14 ZHANG Ying , ZHANG Liansheng , XU Yingtao . New filled functions for nonsmooth global optimization[J]. Applied Mathematical Modelling, 2009, 33 (7): 3114- 3129.
doi: 10.1016/j.apm.2008.10.015
15 LIN Hongwei , WANG Yuping , FAN Lei . A filled function method with one parameter for unconstrained global optimization[J]. Applied Mathematics and Computation, 2011, 218 (7): 3776- 3785.
doi: 10.1016/j.amc.2011.09.022
16 WEI Fei , WANG Yuping . A new filled function method with one parameter for global optimization[J]. Mathematical Problems in Engineering, 2013, (2013): 532325.
17 WEI Fei , WANG Yuping , LIN Hongwei . A new filled function method with two parameters for global optimization[J]. Journal of Optimization Theory and Applications, 2014, 163 (2): 510- 527.
doi: 10.1007/s10957-013-0515-1
18 LIU Haiyan , WANG Yuping , GUAN Shiwei , et al. A new filled function method for unconstrained global optimization[J]. International Journal of Computer Mathematics, 2017, 94 (12): 2283- 2296.
doi: 10.1080/00207160.2017.1283021
19 LIU Haiyan , WANG Yuping , GAO Xiaozhi , et al. A parameter free filled function method for global optimization[J]. Pacific Journal of Optimization, 2018, 14 (4): 567- 580.
20 PANDIYA R , WIDODO W , ENDRAYANTO I . Non parameter-filled function for global optimization[J]. Applied Mathematics and Computation, 2021, 391, 125642.
doi: 10.1016/j.amc.2020.125642
21 屈德强, 尚有林, 詹悦, 等. 全局优化问题的一个新的无参数填充函数[J]. 运筹学学报, 2021, 25 (1): 89- 95.
doi: 10.15960/j.cnki.issn.1007-6093.2021.01.008
QU Deqiang , SHANG Youlin , ZHAN Yue , et al. A new parameterless filled function for the global optimization problems[J]. Operations Research Transactions, 2021, 25 (1): 89- 95.
doi: 10.15960/j.cnki.issn.1007-6093.2021.01.008
[1] QU Bin-peng, WANG Zhi-hao. A study of adaptive Memetic algorithm based on particle swarm optimization [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(08): 118-124.
[2] WANG Kai-rong, MA Lin. An accelerating algorithm for solving global solution of  generalized geometric programming [J]. J4, 2013, 48(1): 72-77.
[3] LIU Yu, LV Ming-wei, LI Wei-jia, LI Wen-tao. Adaptively species-based multimodal particle swarm optimization [J]. J4, 2011, 46(5): 91-96.
[4] SONG Le-hui,CHENG Yue-gui,PAN Meng . A hybrid evolutionary modeling algorithm for dynamic systems [J]. J4, 2008, 43(11): 27-30 .
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
[1] YANG Jun. Characterization and structural control of metalbased nanomaterials[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2013, 48(1): 1 -22 .
[2] DONG Wei-wei. A new method of DEA efficiency ranking for decision making units with independent subsystems[J]. J4, 2013, 48(1): 89 -92 .
[3] ZHANG Jing-you, ZHANG Pei-ai, ZHONG Hai-ping. The application of evolutionary graph theory in the design of knowledge-based enterprises’ organization strucure[J]. J4, 2013, 48(1): 107 -110 .
[4] ZHAO Jun1, ZHAO Jing2, FAN Ting-jun1*, YUAN Wen-peng1,3, ZHANG Zheng1, CONG Ri-shan1. Purification and anti-tumor activity examination of water-soluble asterosaponin from Asterias rollestoni Bell[J]. J4, 2013, 48(1): 30 -35 .
[5] YANG Yong-wei1, 2, HE Peng-fei2, LI Yi-jun2,3. On strict filters of BL-algebras#br#[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(03): 63 -67 .
[6] LI Min1,2, LI Qi-qiang1. Observer-based sliding mode control of uncertain singular time-delay systems#br#[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(03): 37 -42 .
[7] Ming-Chit Liu. THE TWO GOLDBACH CONJECTURES[J]. J4, 2013, 48(2): 1 -14 .
[8] ZHAO Tong-xin1, LIU Lin-de1*, ZHANG Li1, PAN Cheng-chen2, JIA Xing-jun1. Pollinators and pollen polymorphism of  Wisteria sinensis (Sims) Sweet[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(03): 1 -5 .
[9] WANG Kai-rong, GAO Pei-ting. Two mixed conjugate gradient methods based on DY[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2016, 51(6): 16 -23 .
[10] TANG Feng-qin1, BAI Jian-ming2. The precise large deviations for a risk model with extended negatively upper orthant dependent claim  sizes[J]. J4, 2013, 48(1): 100 -106 .