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A parameter-free filled function for unconstrained global optimization

Abstract

The filled function method is an approach for finding a global minimum of multi-dimensional functions. With more and more relevant research, it becomes a promising way used in unconstrained global optimization. Some filled functions with one or two parameters have already been suggested. However, there is no certain criterion to choose a parameter appropriately. In this paper, a parameter-free filled function was proposed. The definition of the original filled function and assumptions of the objective function given by Ge were improved according to the presented parameter-free filled function. The algorithm and numerical results of test functions were reported. Conclusions were drawn in the end.

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An, L., Zhang, Ls. & Chen, Ml. A parameter-free filled function for unconstrained global optimization. J. of Shanghai Univ. 8, 117–123 (2004). https://doi.org/10.1007/s11741-004-0024-4

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  • DOI: https://doi.org/10.1007/s11741-004-0024-4

Key words

  • global optimization
  • filled function method
  • local minimizer

MSC 2000

  • 90C30