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Filled functions for unconstrained global optimization
Authors:Zheng Xu  Hong-Xuan Huang  Panos M Pardalos  Cheng-Xian Xu
Institution:(1) Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL 32611, USA;(2) Faculty of Science, Xi'an Jiaotong University, Xi'an, 710049, P. R. China;(3) Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, P. R. China
Abstract:This paper is concerned with filled function techniques for unconstrained global minimization of a continuous function of several variables. More general forms of filled functions are presented for smooth and non-smooth optimization problems. These functions have either one or two adjustable parameters. Conditions on functions and on the values of parameters are given so that the constructed functions have the desired properties of filled functions.
Keywords:Global optimization  Local minimizer  Filled function  Basin  Hill
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