Fast algorithm for the cutting angle method of global optimization

被引：26

作者：

Batten, LM ^{[1
]}

Beliakov, G ^{[1
]}

机构：

[1] Deakin Univ, Sch Comp & Math, Burwood 3125, Australia

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2002年 / 24卷 / 02期

关键词：

Numerical Experiment; Global Optimization; Real Function; Mathematical Description; Fast Algorithm;

D O I：

10.1023/A:1020256900863

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：

The cutting angle method for global optimization was proposed in 1999 by Andramonov et al. (Appl. Math. Lett. 12 (1999) 95). Computer implementation of the resulting algorithm indicates that running time could be improved with appropriate modifications to the underlying mathematical description. In this article, we describe the initial algorithm and introduce a new one which we prove is significantly faster at each stage. Results of numerical experiments performed on a Pentium III 750 Mhz processor are presented.

引用

页码：149 / 161

页数：13

共 14 条

[1] Cutting angle methods in global optimization [J].