A New Filled Function Method for Global Optimization with Box Constraint

摘要

In this paper, we propose a new filled function with only one parameter. The main features of the proposed filled function are that it not only can be analyzed easily, but also can be approximated uniformly by a continuously differentiable function. Given the above features, a minimizer of this filled function can be obtained easily by using a classical optimization algorithm. The obtained minimizer is taken as the initial point to minimize the objective function and a better minimizer will be found. By repeating the above processes, we will find a global minimizer at last. The results of numerical experiments show that the new proposed filled function method is effective.