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

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

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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:
Abstract:

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.

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