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A continuously differentiable filled function method for global optimization

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Abstract

In this paper, a new filled function method for finding a global minimizer of global optimization is proposed. The proposed filled function is continuously differentiable and only contains one parameter. It has no parameter sensitive terms. As a result, a general classical local optimization method can be used to find a better minimizer of the proposed filled function with easy parameter adjustment. Numerical experiments show that the proposed filled function method is effective.

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Correspondence to Yuelin Gao.

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Lin, H., Gao, Y. & Wang, Y. A continuously differentiable filled function method for global optimization. Numer Algor 66, 511–523 (2014). https://doi.org/10.1007/s11075-013-9746-3

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  • DOI: https://doi.org/10.1007/s11075-013-9746-3

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