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A filled function method for global optimization. (English) Zbl 1124.65052
A new filled function method with one parameter for finding a global minimizer for a general class of nonlinear programming problems with a closed bounded box is presented. The concept of the filled functions was introduced in the paper by R. P. Ge [Math. Program., Ser. 46, 191–204 (1990; Zbl 0694.90083)]. Adopting the concept of filled functions, a global optimization problem can be solved via a two-phase cycle. A new algorithm is presented according to the theoretical analysis. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.

MSC:
65K05 Numerical mathematical programming methods
90C11 Mixed integer programming
90C25 Convex programming
90C30 Nonlinear programming
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