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Several filled functions with mitigators. (English) Zbl 1135.90372
Summary: Several filled functions were reported to seek the global minimum of multimodal functions of multiple variables. This paper proposes an alternative formulation that may reduce the negative definite effect of the Hessian of a filled function proposed before. Furthermore, a class of mitigators is defined and applied to improve the computational characteristics of filled functions. Results of numerical experiments on typical testing functions are also reported.

MSC:
90C15 Stochastic programming
90C59 Approximation methods and heuristics in mathematical programming
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