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

doi:10.1007/s40305-020-00294-w

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

Zhong-Yu Wang, Yong-Jian Yang

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

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

CLC Number:

65K05
90C26

Zhong-Yu Wang, Yong-Jian Yang. Novel Global Optimization Algorithm with a Space-Filling Curve and Integral Function[J]. Journal of the Operations Research Society of China, 2021, 9(3): 619-640.

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

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