1. Vector Direction of Filled Function Method on Solving Unconstrained Global Optimization Problem.
- Author
-
Napitupulu, Herlina and Mohd, Ismail Bin
- Subjects
ALGORITHMS ,PARAMETERS (Statistics) ,PROBLEM solving ,VECTOR analysis ,SADDLEPOINT approximations ,GLOBAL optimization - Abstract
Filled function method is one of deterministic methods for solving global minimization problems. Filled function algorithm method generally contains of two main phases. First phase is to obtain local minimizer of objective function, second is to obtain minimizer or saddle point of filled function. In the second phase, vector direction plays an important role on finding stationary point of filled function, by assist in escaping from neighborhood of current minimizer of objective function of the first phase. In this paper, we introduce parameter free filled function and some typical vector direction to be applied in filled function algorithm. The algorithm method is implemented into some benchmark test functions. General computational and numerical results are presented to show the performance of each vector direction on filled function method for solving two dimensional unconstrained global optimization problems. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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