A new integral filter algorithm for unconstrained global optimization
- 184 Downloads
In this paper, making use a exponential integral filter, a new algorithm for unconstrained global optimization is proposed. Compared with Yang’s absolute value type integral filter method (Yang et al., Appl Math Comput 18:173–180, 2007), this algorithm is more effective and more sensitive. Numerical results for some typical examples show that in most cases, this algorithm works effectively and reliably.
KeywordsGlobal optimization Integral filter Branch and bound Local search algorithm
Unable to display preview. Download preview PDF.
- 2.Pardalos, P., Romejin, H.E.: Handbook of Global Optimization, vol. 2. Kluwer Academic Publishers (2002)Google Scholar
- 3.Zhigljavsky, A., Zilinskas, A.: Stochastic Global Optimization. Springer, New York (2008)Google Scholar
- 4.Storgin, R.G., Sergeyev, Y.D.: Global Optimization with Non-convex Constraints. Springer, New York (2000)Google Scholar
- 7.Horst, R., Pardalos, P.M., Thoai, N.V.: Introduction to Global Optimization. Kluwer Academic Publishers (1995)Google Scholar
- 8.Liu, H.L., Ye, F.: Realization of Monte Carlo method by using uniform random sequence for calculating multiple integrals, (in Chinese). Computer Knowledge and Technology 4(35), 2289–2291 (2008)Google Scholar