Article ID: | iaor201110768 |
Volume: | 218 |
Issue: | 7 |
Start Page Number: | 3776 |
End Page Number: | 3785 |
Publication Date: | Dec 2011 |
Journal: | Applied Mathematics and Computation |
Authors: | Wang Yuping, Lin Hongwei, Fan Lei |
Keywords: | heuristics |
The filled function method is considered as an efficient approach to solve the global optimization problems. In this paper, a new filled function method is proposed. Its main idea is as follows: a new continuously differentiable filled function with only one parameter is constructed for unconstrained global optimization when a minimizer of the objective function is found, then a minimizer of the filled function will be found in a lower basin of the objective function, thereafter, a better minimizer of the objective function will be found. The above process is repeated until the global optimal solution is found. The numerical experiments show the efficiency of the proposed filled function method.