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

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  • Department of Mathematics, Shanghai University, Shanghai 200444, China

Received date: 2019-01-18

  Revised date: 2020-01-02

  Online published: 2021-09-26

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.

Cite this article

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 . DOI: 10.1007/s40305-020-00294-w

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