A NOVEL FILLED FUNCTION METHOD FOR GLOBAL OPTIMIZATION

作者:Lin, Youjiang*; Yang, Yongjian; Zhang, Liansheng
来源:Journal of the Korean Mathematical Society, 2010, 47(6): 1253-1267.
DOI:10.4134/JKMS.2010.47.6.1253

摘要

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.