A new filled function method for unconstrained global optimization

Yongjian Yang

doi:10.1016/j.amc.2005.04.046

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A new filled function method for unconstrained global optimization

2006-02-01

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Yongjian Yang *

Youlin Shang

DOI：10.1016/j.amc.2005.04.046

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Abstract

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.

Keywords:

filled function

unconstrained global optimization

global minimizer