4.5 Article

A new filled function method for global optimization

期刊

JOURNAL OF GLOBAL OPTIMIZATION
卷 28, 期 1, 页码 17-43

出版社

KLUWER ACADEMIC PUBL
DOI: 10.1023/B:JOGO.0000006653.60256.f6

关键词

mathematical programming; global optimization; nonconvex optimization; filled function method

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A novel filled function is suggested in this paper for identifying a global minimum point for a general class of nonlinear programming problems with a closed bounded domain. Theoretical and numerical properties of the proposed filled function are investigated and a solution algorithm is proposed. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.

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