Global descent methods for unconstrained global optimization |
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Authors: | Z. Y. Wu D. Li L. S. Zhang |
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Affiliation: | (1) School of Mathematics and Computer Science, Chongqing Normal University, Chongqing, 400047, China;(2) Department of Applied Mathematics, The Hong Kong Polytechnic University, Kongloon, Hong Kong, China;(3) Department of Mathematics, Shanghai University, Shanghai, 200444, China;(4) Present address: School of Information Technology and Mathematical Sciences, University of Ballarat, Ballarat, VIC, 3353, Australia |
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Abstract: | We propose in this paper novel global descent methods for unconstrained global optimization problems to attain the global optimality by carrying out a series of local minimization. More specifically, the solution framework consists of a two-phase cycle of local minimization: the first phase implements local search of the original objective function, while the second phase assures a global descent of the original objective function in the steepest descent direction of a (quasi) global descent function. The key element of global descent methods is the construction of the (quasi) global descent functions which possess prominent features in guaranteeing a global descent. |
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