A Class of Augmented Filled Functions

Authors:
Xian Liu
Affiliations:
Department of Systems Engineering, University of Arkansas at Little Rock, Little Rock, USA 72204-1099
Venue:
Computational Optimization and Applications
Year:
2006

Citing 6
Cited 0

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Abstract

The filled function method is an effective approach to find the global minimizer. Two of the recently proposed filled functions are H(X) and L2(X). Although their numerical behavior is acceptable, they are not defined everywhere. This paper proposes a class of augmented filled functions with improved analyticity. Issues covered in the presented work include: theoretical properties, convergence analysis, geometric interpretation, algorithms, and numerical experiments. The overall performance of the new approach is comparable to the recently proposed ones.