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A new filled function method for unconstrained global optimization

โœ Scribed by Chengjun Wang; Yongjian Yang; Jing Li

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
585 KB
Volume
225
Category
Article
ISSN
0377-0427

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โœฆ Synopsis

In this paper, a new filled function which has better properties is proposed for identifying a global minimum point for a general class of nonlinear programming problems within a closed bounded domain. An algorithm for unconstrained global optimization is developed from the new filled function. Theoretical and numerical properties of the proposed filled function are investigated. The implementation of the algorithm on seven test problems is reported with satisfactory numerical results.

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