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A new class of filled functions for global optimization. (Chinese. English summary) Zbl 1240.90388

Summary: The filled function method is an effective approach to find the global minimum of a multidimensional function. In this paper, we firstly study existing filled functions, then propose a new class of filled functions, and design an algorithm. Numerical experiments on several test problems demonstrate the applicability and efficiency of the proposed method.

MSC:

90C30 Nonlinear programming
90C26 Nonconvex programming, global optimization
65K05 Numerical mathematical programming methods
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