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A filled function method for finding a global minimizer of a function of several variables. (English) Zbl 0694.90083
This paper is concerned with the problem of finding a global minimizer of a twice continuously differentiable function F(x) on \(R^ n\), with \(F(x)\to +\infty\) as \(\| x\| \to +\infty\). The concept of filled function is introduced, a particular filled function is constructed and its properties are analyzed. An algorithm for global minimization is generated based on this concept and properties of the filled function. Some typical examples with 1 to 10 variables are tested and computational results show that in most cases this algorithm works better then the tunneling algorithm. The advantages and disadvantages are analyzed and further research directions are discussed.
Reviewer: J.Ramik

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques
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