A Filled Function Method Dominated by Filter for Nonlinearly Global Optimization

[摘要] This work presents a filled function method based on the filter technique for global optimization. Filled function method is one of the effective methods for nonlinear global optimization, since it can effectively find a better minimizer. Filter technique is applied to local optimization methods for its excellent numerical results. In order to optimize the filled function method, the filter method is employed for global optimizations in this method. A new filled function is proposed first, and then the algorithm and its properties are proved. The numerical results are listed at the end.

[学科分类] 应用数学