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Global Optimization by Multilevel Coordinate Search (1999)

Huyer, Waltraud ; Neumaier, Arnold

Springer

Journal of global optimization 14 (1999), S. 331-355

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ISSN: 1573-2916

Keywords: Global optimization ; Bound constraints ; Local optimization ; Coordinate search

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract 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.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1008382309369

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