Skip to main content
SpringerLink
Log in

A new integral filter algorithm for unconstrained global optimization

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

In this paper, making use a exponential integral filter, a new algorithm for unconstrained global optimization is proposed. Compared with Yang’s absolute value type integral filter method (Yang et al., Appl Math Comput 18:173–180, 2007), this algorithm is more effective and more sensitive. Numerical results for some typical examples show that in most cases, this algorithm works effectively and reliably.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Yang, Y.J., Du, X.W., Li, M.M.: A integral filter algorithm for unconstrained global optimization. Appl. Math. Comput. 18, 173–180 (2007)

    Article  MathSciNet  Google Scholar 

  2. Pardalos, P., Romejin, H.E.: Handbook of Global Optimization, vol. 2. Kluwer Academic Publishers (2002)

  3. Zhigljavsky, A., Zilinskas, A.: Stochastic Global Optimization. Springer, New York (2008)

  4. Storgin, R.G., Sergeyev, Y.D.: Global Optimization with Non-convex Constraints. Springer, New York (2000)

  5. Levy, A.B.: The tunneling algorithm for the global minimization of function. SIAM J. Sci. Stat. Comput. 6, 15–29 (1985)

    Article  MATH  Google Scholar 

  6. Ge, R.P.: A filled function method for finding a global minimizer of a function of several variables. Math. Program. 46, 191–204 (1990)

    Article  MATH  Google Scholar 

  7. Horst, R., Pardalos, P.M., Thoai, N.V.: Introduction to Global Optimization. Kluwer Academic Publishers (1995)

  8. Liu, H.L., Ye, F.: Realization of Monte Carlo method by using uniform random sequence for calculating multiple integrals, (in Chinese). Computer Knowledge and Technology 4(35), 2289–2291 (2008)

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics, Shanghai University, Shanghai, 200444, People’s Republic of China

    Lina Yue & Yongjian Yang

Authors
  1. Lina Yue
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Yongjian Yang
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Yongjian Yang.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Yue, L., Yang, Y. A new integral filter algorithm for unconstrained global optimization. Numer Algor 63, 419–430 (2013). https://doi.org/10.1007/s11075-012-9630-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-012-9630-6

Keywords

Search

Navigation