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Korean Mathematical Society JKMS

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J. Korean Math. Soc. 2010; 47(6): 1253-1267

Printed November 1, 2010

https://doi.org/10.4134/JKMS.2010.47.6.1253

Copyright © The Korean Mathematical Society.

A novel filled function method for global optimization

Youjiang Lin, Yongjian Yang, and Liansheng Zhang

Shanghai University, Shanghai University, Shanghai University

Abstract

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This paper considers the unconstrained global optimization with the revised filled function methods. The minimization sequence could leave from a local minimizer to a better minimizer of the objective function through minimizing an auxiliary function constructed at the local minimizer. Some promising numerical results are also included.

Keywords: filled function, unconstrained global optimization, global minimizer

MSC numbers: 90C26, 90C30

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