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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.

90C26 Nonconvex programming, global optimization
Full Text: DOI
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