Abstract
This paper is concerned with filled function methods for finding global minimizers of a function of several variables. A class of filled functions is defined. The advantages and disadvantages of every filled function in the class are analyzed. The best one in this class is pointed out. The idea behind constructing a better filled function is given and employed to construct the class of filled functions. A method is also explored on how to locate minimizers or saddle points of a filled function through only the use of the gradient of a function.
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Communicated by L. C. W. Dixon
The authors are indebted to Dr. L. C. W. Dixon for stimulating discussions.
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Ge, R.P., Qin, Y.F. A class of filled functions for finding global minimizers of a function of several variables. J Optim Theory Appl 54, 241–252 (1987). https://doi.org/10.1007/BF00939433
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DOI: https://doi.org/10.1007/BF00939433