A filled function for seeking global minima

MaRDI QIDQ2731049zbMATH OpenFDO

Authors Xian Liu, Wilsun Xu

Publication date 29 July 2001

Published in Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms (Search for Journal in Brave)

zbMATH Keywords

global optimizationmultimodal functions

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Nonlinear programming (90C30)

Review text

A filled function method for global minimization of continuously differentiable functions of many variables consists of two phases. The aim of the first phase is to find a local minimizer from a specified initial point. In the second phase a filled function is used to find a point in a region of attraction of a local minimizer better than found before. A new version of filled function is proposed. The advantages of the proposed function with respect to algorithmic implementation are discussed. Several numerical examples are included.

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