A new filled function method for unconstrained global optimization

Authors:
Chengjun Wang;Yongjian Yang;Jing Li
Affiliations:
Department of Mathematics, Shanghai University, Shanghai 200444, PR China;Department of Mathematics, Shanghai University, Shanghai 200444, PR China;School of Mathematics and Information Science, Wenzhou University, Wenzhou 325035, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

Citing 7
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A new filled function method for unconstrained global optimization

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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.