A Modified Tunnelling Algorithm for Global Minimization with Box Constrained

The tunneling algorithm for global minimization was given in the paper (A.V.Levy and A.MOntalvo, The tunneling algorithm for the global minimization of functions, SIAM J.on Sci.and Stat.Comput. 6:1 (1985), 15-29.) , but there exist some disadvantages in the implementation of algorithm. In this paper, we give a modified tunneling function. Based on the function, an algorithm for global minimization is proposed, the algorithm overcomes these disadvantages of the tunneling algorithm. The implementation of the algorithm on several test problem is reported with satisfactory numerical results.