A new integral filter algorithm for unconstrained global optimization

作者：Yue Lina; Yang Yongjian^*

来源：Numerical Algorithms, 2013, 63(3): 419-430.

DOI：10.1007/s11075-012-9630-6

• Global optimization
• Integral filter
• Branch and bound
• Local search algorithm

In this paper, making use a exponential integral filter, a new algorithm for unconstrained global optimization is proposed. Compared with Yang's absolute value type integral filter method (Yang et al., Appl Math Comput 18:173-180, 2007), this algorithm is more effective and more sensitive. Numerical results for some typical examples show that in most cases, this algorithm works effectively and reliably.

• 出版日期2013-7
• 单位上海大学