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A modified filled function method for finding a global minimizer of a function of several variables. (English) Zbl 0794.65059

Summary: The filled function method developed by R. Ge [Math. Program., Ser. A 46, No. 2, 191-204 (1990; Zbl 0694.90083)] is a powerful tool for solving the global minimizer of a function of several variables. In this paper we present a modified version of the filled function method. This method has a larger convergence domain and better numerical behavior than the original one.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming

Citations:

Zbl 0694.90083
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