A new filled function method for unconstrained global optimization

Yongjian Yang

doi:10.1016/j.amc.2005.04.046

2006-02-01

PRE

Yongjian Yang *

Youlin Shang

DOI：10.1016/j.amc.2005.04.046

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En 中文

In this paper, a new definition of the filled function is given, it is different from the primary definition which was given by Ge in paper [R.P. Ge, A filled function method for finding a global minimzer of a function of several variables, Math. Program. 46 (1990) 191-204]. Based on the definition, a new filled function is proposed, and it has better properties. An algorithm for unconstrained global optimization is developed from the new filled function. The implementation of the algorithm on several test problems is reported with satisfactory numerical results. (c) 2005 Elsevier Inc. All rights reserved.

Keyword:

filled function

unconstrained global optimization

global minimizer