A new integral filter algorithm for unconstrained global optimization
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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
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