A new integral filter algorithm for unconstrained global optimization

A new integral filter algorithm for unconstrained global optimization

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Article ID: iaor20134199
Volume: 63
Issue: 3
Start Page Number: 419
End Page Number: 430
Publication Date: Jul 2013
Journal: Numerical Algorithms
Authors: ,
Keywords: numerical analysis
Abstract:

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.

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