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Finding Global Minima with a Filled Function Approach for Non-Smooth Global Optimization

Finding Global Minima with a Filled Function Approach for Non-Smooth Global Optimization

A filled function approach is proposed for solving a non‐smooth unconstrained global optimization problem. First, the definition of filled function in Zhang (2009) for smooth global optimization is extended to non‐smooth case and a new one is put forwarded. Then, a novel filled function is proposed for non‐smooth the global …