A novel filled function method and quasi-filled function method for global optimization

摘要

This paper gives a new definition of a filled function, which eliminates certain drawbacks of the traditional definitions. Moreover, this paper proposes a quasi-filled function to improve the efficiency of numerical computation and overcomes some drawbacks of filled functions. Then, a new filled function method and a quasi-filled function method are presented for solving a class of global optimization problems. The global optimization approaches proposed in this paper will find a global minimum of original problem by implementing a local search scheme to the proposed filled function or quasi-filled function. Illustrative examples are provided to demonstrate the efficiency and reliability of the proposed scheme.