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A filled function method with one parameter for box constrained global optimization. (English) Zbl 1193.90175
Summary: A new auxiliary function with one parameter on box constrained for escaping the current local minimizer of global optimization problem is proposed. First, a new definition of the filled function for box constrained minimization problem is given and under mild assumptions, this new auxiliary function is really a filled function. Then a new solution algorithm is proposed according to the theoretical analysis. And some numerical results demonstrate the efficiency of this method for box constrained global optimization.

MSC:
90C26 Nonconvex programming, global optimization
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