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: | Yang Yongjian, Gao Changliang, Han Boshun |
Keywords: | programming: nonlinear |
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.