Abstract
In this paper, a global optimization algorithm namely Kerk and Rohanin’s Trusted Region is used to find the global minimizers by employing an interval technique; with it, the algorithm can find the region where a minimizer is located and will not get trapped in a local one. It is able to find the convex part within the non-convex feasible region. This algorithm has descent property and global convergence. The numerical results have shown the algorithm has an outstanding capability in locating global minimizers.
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