A filled function method for global optimization (Q2372909)

A new filled function method with one parameter for finding a global minimizer for a general class of nonlinear programming problems with a closed bounded box is presented. The concept of the filled functions was introduced in the paper by \textit{R. P. Ge} [Math. Program., Ser. 46, 191--204 (1990; Zbl 0694.90083)]. Adopting the concept of filled functions, a global optimization problem can be solved via a two-phase cycle. A new algorithm is presented according to the theoretical analysis. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.