Volume no :2, Issue no: 2, June (2015)

International Journal of Applied Mathematics and Machine Learning

A NEW FILLED FUNCTION FOR FINDING GLOBAL MINIMIZER OF THE UNCONSTRAINED OPTIMIZATION PROBLEM

Author's: Hongwei Lin, Yuelin Gao, Xiaoli Wang and Jing Chen
Pages: [125] - [145]
Received Date: March 28, 2015; Revised April 7, 2015
Submitted by: Li Li.
DOI: http://dx.doi.org/10.18642/ijamml_7100121478

Abstract

In this paper, a new filled function which is a continuously differentiable function with only one parameter is proposed. The new filled function eliminates some drawbacks of the traditional filled functions. Based on the new filled function, an algorithm for solving unconstrained global optimization problems is developed. The algorithm are implemented on some test problems, and the results show the effectiveness of the proposed filled function method.

Keywords

global optimization, filled function method, global minimizer, local minimizer.