A filled function method for finding a global minimizer of a function of several variables |
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| Authors: | Ge Renpu |
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| Institution: | (1) Institute of Computational and Applied Mathematics, Xi'an Jiaotong University, Xi'an, Shaanxi Province, China |
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| Abstract: | The concept of a filled function is introduced. We construct a particular filled function and analyze its properties. An algorithm for global minimization is generated based on the concept and properties of the filled function. Some typical examples with 1 to 10 variables are tested and computational results show that in most cases this algorithm works better than the tunneling algorithm. The advantages and disadvantages are analyzed and further research directions are discussed. |
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| Keywords: | Global minimization global minimum basin of a minimizer unconstrained minimization |
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