NUMERICAL EXPERIMENTS WITH ONE-DIMENSIONAL ADAPTIVE CUBIC ALGORITHM

被引：14

作者：

FERRARI, A ^{[1
]}

GALPERIN, EA ^{[1
]}

机构：

[1] UNIV QUEBEC,DEPT MATH & INFORMAT,MONTREAL H3C 3P8,QUEBEC,CANADA

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1993年 / 25卷 / 10-11期

关键词：

D O I：

10.1016/0898-1221(93)90280-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A code and some numerical experiments with a one-dimensional cubic algorithm are presented. It is demonstrated that the algorithm is applicable for full global optimization of a large class of functions including discontinuous and unbounded functions. Experiments with such functions show that successive runs yield monotonically improving results which descend onto the set of all global optimizers, if the sequence of experimental runs is properly organized.

引用

页码：47 / 56

页数：10