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A new filled function method for global optimization. (English) Zbl 1061.90109
Summary: A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.

MSC:
90C30 Nonlinear programming
90C26 Nonconvex programming, global optimization
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