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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.

65K05 Numerical mathematical programming methods
90C11 Mixed integer programming
90C25 Convex programming
90C30 Nonlinear programming
Full Text: DOI
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