A class of filled functions for box constrained continuous global optimization

Abstract: In this paper we show that the unconstrained continuous global minimization problem cannot be solved by any algorithm, so we consider the box constrained continuous global minimization problem. We present a definition of filled function for the problem. Moreover, a new class of filled functions are constructed, which contains only one parameter. A randomized algorithm is designed to solve the box constrained continuous global minimization problem based on the filled function. Numerical experiments are presented to show the practicability of the algorithm. [Copyright &y& Elsevier]