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A new filled function method applied to unconstrained global optimization. (English) Zbl 1410.90165
Summary: In this paper, we propose a new filled function, and give an efficient criterion to choose its two parameters appropriately. An algorithm for unconstrained global optimization is developed from this new filled function. Numerical results with a comparison on many test problems show that this algorithm is efficient and reliable.

MSC:
90C26 Nonconvex programming, global optimization
90C56 Derivative-free methods and methods using generalized derivatives
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