Article ID: | iaor20134199 |
Volume: | 63 |
Issue: | 3 |
Start Page Number: | 419 |
End Page Number: | 430 |
Publication Date: | Jul 2013 |
Journal: | Numerical Algorithms |
Authors: | Yue Lina, Yang Yongjian |
Keywords: | numerical analysis |
In this paper, making use a exponential integral filter, a new algorithm for unconstrained global optimization is proposed. Compared with Yang’s absolute value type integral filter method (Yang et al., Appl Math Comput 18:173–180, 2007), this algorithm is more effective and more sensitive. Numerical results for some typical examples show that in most cases, this algorithm works effectively and reliably.