A new discrete filled function algorithm for inventory optimization

The discrete filled function is an effective way to solve large-scale optimization problems, which has been widely used in various applications. In this paper, a new kind of discrete filled function that does not depend on initial parameters is first designed. Then, an algorithm with the proposed discrete filled function is presented. It is applied to the inventory optimization problem, where a Monte Carlo process is used in the selection of initial conditions. Finally, one simulation example is given to show the effectiveness of the proposed algorithm.