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Mathematical Programming

, Volume 46, Issue 1–3, pp 191–204 | Cite as

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

  • Renpu Ge 
Article

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.

Key words

Global minimization global minimum basin of a minimizer unconstrained minimization 

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Copyright information

© North-Holland 1990

Authors and Affiliations

  • Renpu Ge 
    • 1
  1. 1.Institute of Computational and Applied MathematicsXi'an Jiaotong UniversityXi'an, Shaanxi ProvinceChina

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