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A new filled function method for unconstrained global optimization. (English) Zbl 1094.65063
Author’s summary: A new definition of the filled function is given, which is different from the primary definition by R. Ge [Math. Program., Ser. A 46, No. 2, 191–204 (1990; Zbl 0694.90083)]. 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.

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Full Text: DOI
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