Article ID: | iaor1991709 |
Country: | Netherlands |
Volume: | 46 |
Issue: | 2 |
Start Page Number: | 191 |
End Page Number: | 204 |
Publication Date: | Feb 1990 |
Journal: | Mathematical Programming (Series A) |
Authors: | Ge Renpu |
The concept of a filled function is introduced. The paper constructs a particular filled function and analyzes its properties. An algorithm for global minimization is generated based on the concept and properties of the filled function. Some typical examples with 1 to 10 variables are tested and computational results show that in most cases this algorithm works better than the tunneling algorithm. The advantages and disadvantages are analyzed and further research directions are discussed.