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Structure Of Filled Functions: Why Gaussian And Cauchy Templates Are Most Efficient, Vyacheslav Kalashnikov, Vladik Kreinovich, José Guadalupe Flores Muñiz, Nataliya Kalashnykova

Departmental Technical Reports (CS)

One of the main problems of optimization algorithms is that they often end up in a local optimum. It is, therefore, necessary to make sure that the algorithm gets out of the local optimum and eventually reaches the global optimum. One of the promising ways guiding one from the local optimum is prompted by the filled function method. It turns out that empirically, the best smoothing functions to use in this method are the Gaussian and Cauchy functions. In this paper, we provide a possible theoretical explanation of this empirical effect.