| A Simple Multistart Algorithm for Global Optimization |
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| 引用本文： | FRED J. HICKERNELL(Department of Mathematics,Hong Kong Baptist University,Hong Kong)YAXIANG YUAN(State Key Laboratory of Scientific and Engineering ComputingInstitute of Computational Mathematics and Scientific/Engineering ComputingChinese Academy of Sc. A Simple Multistart Algorithm for Global Optimization[J]. 运筹学学报, 1997, 0(2) |
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| 作者姓名： | FRED J. HICKERNELL(Department of Mathematics Hong Kong Baptist University Hong Kong)YAXIANG YUAN(State Key Laboratory of Scientific and Engineering ComputingInstitute of Computational Mathematics and Scientific/Engineering ComputingChinese Academy of Sc |
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| 作者单位： | FRED J. HICKERNELL(Department of Mathematics，Hong Kong Baptist University，Hong Kong |
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| 摘 要： | 1.IntroductionConsidertheunconstrainedoptimizationproblem:findx*suchthatf(x*)~caf(x),(1)wheref(x)isanonlinearfllnctiondefinedonW"andXCR".Ourobjectiveistofindtheglobalminimizeroff(x)inthefeasibleset.Withoutassuminganyconditionsonf(x)globaloptimizationproblemsareunsolvableinthefollowingsensefnoalgorithmcanbeguaranteedtofindaglobalminimizerofageneralnonlinearfunctionwithinfinitelymanyiterations.Supposethatanalgorithmappliedtoanonlinearfunctionf(x)producesiteratesxlandterminatesafterKiterations.…
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A Simple Multistart Algorithm for Global Optimization |
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| FRED J. HICKERNELL. A Simple Multistart Algorithm for Global Optimization[J]. OR Transactions, 1997, 0(2) |
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| Authors: | FRED J. HICKERNELL |
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| Abstract: | A generalization of the multistart algorithm is proposed for finding the globalminimizer of a nonlinear function of n variables. Our method concentrates a quasirandomsample by performing a few inexpensive local searches. The sample is thed reduced byreplacing worse points by flew quasirandom points. A complete local search is performedonly on those points with small function values. This method performs favorably incomparison to other global optimization methods. |
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| Keywords: | nonlinear optimization global minimizer random points quasirandom points |
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