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A filled function method with one parameter for unconstrained global optimization. (English) Zbl 1244.65083
Summary: The filled function method is considered as an efficient approach to solve the global optimization problems. In this paper, a new filled function method is proposed. Its main idea is as follows: a new continuously differentiable filled function with only one parameter is constructed for unconstrained global optimization when a minimizer of the objective function is found, then a minimizer of the filled function will be found in a lower basin of the objective function, thereafter, a better minimizer of the objective function will be found. The above process is repeated until the global optimal solution is found. The numerical experiments show the efficiency of the proposed filled function method.

MSC:
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
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