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A Class of Augmented Filled Functions

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Abstract

The filled function method is an effective approach to find the global minimizer. Two of the recently proposed filled functions are H(X) and L2(X). Although their numerical behavior is acceptable, they are not defined everywhere. This paper proposes a class of augmented filled functions with improved analyticity. Issues covered in the presented work include: theoretical properties, convergence analysis, geometric interpretation, algorithms, and numerical experiments. The overall performance of the new approach is comparable to the recently proposed ones.

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Authors and Affiliations

  1. Department of Systems Engineering, University of Arkansas at Little Rock, Little Rock, AR, 72204-1099, USA

    Xian Liu

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  1. Xian Liu
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Correspondence to Xian Liu.

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Liu, X. A Class of Augmented Filled Functions. Comput Optim Applic 33, 333–347 (2006). https://doi.org/10.1007/s10589-005-3061-4

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  • DOI: https://doi.org/10.1007/s10589-005-3061-4

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