A filled function method dominated by filter for nonlinearly global optimization. (English) Zbl 1435.90133

Wang, Wei; Zhang, Xiaoshan; Li, Min

J. Appl. Math. 2015, Article ID 245427, 8 p. (2015).

Summary: This work presents a filled function method based on the filter technique for global optimization. Filled function method is one of the effective methods for nonlinear global optimization, since it can effectively find a better minimizer. Filter technique is applied to local optimization methods for its excellent numerical results. In order to optimize the filled function method, the filter method is employed for global optimizations in this method. A new filled function is proposed first, and then the algorithm and its properties are proved. The numerical results are listed at the end.

MSC:

90C30	Nonlinear programming
65K05	Numerical mathematical programming methods
90C26	Nonconvex programming, global optimization

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