A new class of filled functions with one parameter for global optimization

A new class of filled functions with one parameter for global optimization

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Article ID: iaor20119207
Volume: 62
Issue: 6
Start Page Number: 2393
End Page Number: 2403
Publication Date: Sep 2011
Journal: Computers and Mathematics with Applications
Authors: , ,
Keywords: programming: nonlinear
Abstract:

The filled function method is an efficient approach for finding global minimizers of multi‐dimensional and nonlinear functions in the absence of any restrictions. In this paper, we give a new definition of filled function and the idea of constructing a new filled function, and then a new class of filled functions with one parameter on the basis of the new definition, which possesses better quality, is presented. Theoretical properties of the new class of filled functions are investigated. A new algorithm is developed from the new filled function method. The implementation of the algorithm on seven test problems with dimensions up to 30 is reported, and comparisons with other filled function methods demonstrate that the new algorithm is more efficient.

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