1. A new filled function method for unconstrained global optimization
- Author
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Wang, Chengjun, Yang, Yongjian, and Li, Jing
- Subjects
- *
MATHEMATICAL functions , *MATHEMATICAL optimization , *INTEGER programming , *ALGORITHMS , *MATHEMATICAL analysis - Abstract
Abstract: 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. [Copyright &y& Elsevier]
- Published
- 2009
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