A New One-parameter Filled Function Algorithm

This paper is concerned a deterministic solution method for global optimization of functions with continuous variables.A filled function with one parameter is presented and the theoretical properties of the filled function are proved.Moreover,a filled function algorithm is proposed for continuous global optimization problem.The filled function algorithm consists of two phases:a local search phase and a function filling phase.In the local search phase,we apply local minimization methods to obtain a local minimizer of the filled function.The unconstrained minimization of the filled function allows to escape from any local minima of the original objective function.In the function filling phase,based on the current local minimizer,we construct a filled function.The two phases repeat alternatively until the termination criterion is met.Finally,the numerical results of the proposed filled function algorithm are presented.