Classical Tunneling Function versus Exponential Tunneling Function in Tunneling Algorithm

Abstract

Global optimization is an active research area due to its ability to provide the best set of parameters to optimize an objective function in the area of interest. Most of real life problems are large-scale and nonlinear therefore it is felt necessary to find the global solution for large-scale and nonlinear optimization problems. Finding global minimizer of a function defined in an n-dimensional linear space is one of the most interesting areas in nonlinear programming. This paper considers the performance of the classical tunneling function in comparison with the exponential tunneling function in the tunneling algorithm. The proposed algorithm is applied to multivariable and nonlinear functions. For both tunneling functions, the tunneling algorithm was able to find the global minimizer. Keywords: Global Optimization; Classical Tunneling Function; Exponential Tunneling Function; Tunneling Algorithm; Unconstrained Minimizations. 2010 Mathematics Subject Classification: 90C26; 90C30