Abstract
This paper presents a filled function method for finding a global optimizer of integer programming problem. The method contains two phases: the local minimization phase and the filling phase. The goal of the former phase is to identify a local minimizer of the objective function, while the filling phase aims to search for a better initial point for the first phase with the aid of the filled function. A two‐parameter filled function is proposed, and its properties are investigated. A corresponding filled function algorithm is established. Numerical experiments on several test problems are performed, and preliminary computational results are reported.
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