Article
Kyungpook Mathematical Journal 2024; 64(1): 95-111
Published online March 31, 2024 https://doi.org/10.5666/KMJ.2024.64.1.95
Copyright © Kyungpook Mathematical Journal.
Polynomial-Filled Function Algorithm for Unconstrained Global Optimization Problems
Salmah, Ridwan Pandiya∗
Department of Mathematics, Universitas Gadjah Mada, Sekip Utara BLS 21 Yogyakarta 55281, Indonesia
e-mail : syalmah@yahoo.com
Department of Informatics, Institut Teknologi Telkom Purwokerto, Jawa Tengah 53147, Indonesia
e-mail : ridwanpandiya@ittelkom-pwt.ac.id
Received: January 23, 2023; Revised: July 6, 2023; Accepted: January 22, 2024
The filled function method is useful in solving unconstrained global optimization problems. However, depending on the type of function, and parameters used, there are limitations that cause difficultiies in implemenations. Exponential and logarithmic functions lead to the overflow effect, requiring iterative adjustment of the parameters. This paper proposes a polynomial-filled function that has a general form, is non-exponential, non-logarithmic, non-parameteric, and continuously differentiable. With this newly proposed filled function, the aforementioned shortcomings of the filled function method can be overcome. To confirm the superiority of the proposed filled function algorithm, we apply it to a set of unconstrained global optimization problems. The data derived by numerical implementation shows that the proposed filled function can be used as an alternative algorithm when solving unconstrained global optimization problems.
Keywords: Global optimization, filled function method, nonlinear programming, global minimizer, auxiliary function approach