A new integral filter algorithm for unconstrained global optimization

Authors:
Lina Yue;Yongjian Yang
Affiliations:
Department of Mathematics, Shanghai University, Shanghai, People's Republic of China 200444;Department of Mathematics, Shanghai University, Shanghai, People's Republic of China 200444
Venue:
Numerical Algorithms
Year:
2013

Citing 2
Cited 0

A filled function method for finding a global minimizer of a function of several variables

Mathematical Programming: Series A and B
Introduction to Global Optimization (Nonconvex Optimization and Its Applications)

Introduction to Global Optimization (Nonconvex Optimization and Its Applications)

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper, making use a exponential integral filter, a new algorithm for unconstrained global optimization is proposed. Compared with Yang's absolute value type integral filter method (Yang et al., Appl Math Comput 18:173---180, 2007), this algorithm is more effective and more sensitive. Numerical results for some typical examples show that in most cases, this algorithm works effectively and reliably.