A new filled function method with two parameters in a directional search

Year 2019, Volume: 2 Issue: 1, 34 - 42, 02.08.2019

Ahmet Sahıner , İdris A. Masoud Abdulhamıd Shehab A. Ibrahem

Abstract

In this paper, We consider the problem of finding the global minimizer point of a given multi-dimensional unconstrained objective function, for that a new algorithm developed, this algorithm based on two steps. First, we transform our problem into one-dimension according to the number of directions. Second, we construct a new filled function at each direction to minimize the one-dimension problem to reduce the number of local minimizers and then we find the global minimizer of the multi-dimensional objective function. We present the results of numerical experiments using test problems taken from literature studies. Numerical results obtained indicate the efficiency and reliability of the proposed filled function methods.

Keywords

global optimization, filled function method

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