Integral global minimization: Algorithms,implementations and numerical tests |
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Authors: | Quan Zheng Deming Zhuang |
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Institution: | (1) Department of Mathematics, Shanghai University, 201800 Shanghai, China;(2) Department of Mathematics and Computer Studies, Mount Saint Vincent University, B3M 2J6 Halifax, Nova Scotia, Canada |
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Abstract: | The theoretical foundation of integral global optimization has become widely known and well accepted 4],24],25]. However, more effort is needed to demonstrate the effectiveness of the integral global optimization algorithms. In this work we detail the implementation of the integral global minimization algorithms. We describe how the integral global optimization method handles nonconvex unconstrained or box constrained, constrained or discrete minimization problems. We illustrate the flexibility and the efficiency of integral global optimization method by presenting the performance of algorithms on a collection of well known test problems in global optimization literature. We provide the software which solves these test problems and other minimization problems. The performance of the computations demonstrates that the integral global algorithms are not only extremely flexible and reliable but also very efficient.Research supported partially by NSERC grant and Mount St Vincent University research grant. |
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Keywords: | Integral global minimization Monte Carlo implementation test problems discontinuous penalty method robustification |
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