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Finding global minimizer with one-parameter filled function on unconstrained global optimization. (English) Zbl 1193.90174

Summary: A filled function with one-parameter is proposed for solving unconstrained global optimization problems. This filled function is modified from the previously reported one [Y. J. Yang and Y. L. Shang, Appl. Math. Comput. 173, 501–512 (2006; Zbl 1094.65063)]. The properties of the filled function are discussed in this paper. An algorithm for unconstrained global optimization is developed from this new filled function. The computational results show that this algorithm is efficient and reliable.

MSC:

90C26 Nonconvex programming, global optimization
65K10 Numerical optimization and variational techniques

Citations:

Zbl 1094.65063
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References:

[1] Yang, Y. J.; Shang, Y. L., A new filled function method for unconstrained global optimization, Applied Mathematics and Computation, 173, 1, 501-512 (2006) · Zbl 1094.65063
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