A filled function method for finding a global minimizer of a function of several variables

1990 ◽  
Vol 46 (1-3) ◽  
pp. 191-204 ◽  
Author(s):  
Ge Renpu
2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Fei Wei ◽  
Yuping Wang

The filled function method is an effective approach to find the global minimizer of multidimensional multimodal functions. The conventional filled functions are numerically unstable due to exponential or logarithmic term and sensitive to parameters. In this paper, a new filled function with only one parameter is proposed, which is continuously differentiable and proved to satisfy all conditions of the filled function definition. Moreover, this filled function is not sensitive to parameter, and the overflow can not happen for this function. Based on these, a new filled function method is proposed, and it is numerically stable to the initial point and the parameter variable. The computer simulations indicate that the proposed filled function method is efficient and effective.


2016 ◽  
Vol 37 (2) ◽  
pp. 1524-1536 ◽  
Author(s):  
Hongwei Lin ◽  
Yuping Wang ◽  
Yuelin Gao ◽  
Xiaoli Wang

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