Finding global minimizer with one-parameter filled function on unconstrained global optimization

摘要

In this paper, a filled function with one-parameter is proposed for solving unconstrained global optimization problems. This filled function is modified from the previously reported one (see paper [Y.J. Yang, Y.L. Shang, A new filled function method for unconstrained global optimization, Applied Mathematics and Computations 173 (1) (2006) 501–512]). 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.