Global optimization by multilevel coordinate search

被引：370

作者：

Huyer, W ^{[1
]}

Neumaier, A ^{[1
]}

机构：

[1] Univ Vienna, Inst Math, A-1090 Vienna, Austria

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 1999年 / 14卷 / 04期

基金：

奥地利科学基金会;

关键词：

global optimization; bound constraints; local optimization; coordinate search;

D O I：

10.1023/A:1008382309369

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Inspired by a method by Jones et al. (1993), we present a global optimization algorithm based on multilevel coordinate search. It is guaranteed to converge if the function is continuous in the neighborhood of a global minimizer. By starting a local search from certain good points, an improved convergence result is obtained. We discuss implementation details and give some numerical results.

引用

页码：331 / 355

页数：25

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