Journal of the Operations Research Society of China ›› 2021, Vol. 9 ›› Issue (3): 619-640.doi: 10.1007/s40305-020-00294-w

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  • 收稿日期:2019-01-18 修回日期:2020-01-02 出版日期:2021-09-30 发布日期:2021-09-26

Novel Global Optimization Algorithm with a Space-Filling Curve and Integral Function

Zhong-Yu Wang, Yong-Jian Yang   

  1. Department of Mathematics, Shanghai University, Shanghai 200444, China
  • Received:2019-01-18 Revised:2020-01-02 Online:2021-09-30 Published:2021-09-26
  • Contact: Yong-Jian Yang,yjyang@shu.edu.cn;Zhong-Yu Wang,1759103732@qq.com E-mail:yjyang@shu.edu.cn;1759103732@qq.com
  • Supported by:
    Yong-Jian Yang's research was supported by the National Natural Science Foundation of China (No. 11771275).

Abstract: In this study, we consider the global optimization problem in a hypercube. We use a class of series to construct a curve in a hypercube, which can fill the hypercube, and we present an integral function on the curve. Based on the integral function, we propose an algorithm for solving the global optimization problem. Then, we perform a convergence analysis and numerical experiments to demonstrate the effectiveness of the proposed algorithm.

Key words: Global optimization algorithm, Integral function, Space-filling curve, Filled function

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