A multidimensional descent method for global optimization

作者: Adil M. Bagirov , Alexander M. Rubinov , Jiapu Zhang

DOI: 10.1080/02331930902943483

关键词: Global optimizationMathematicsLocal search (optimization)Guided Local SearchSimulated annealingHill climbingGradient descentIterated local searchLocal optimumMathematical optimization

摘要: This article presents a new multidimensional descent method for solving global optimization problems with box-constraints. is hybrid where local search used and further on the subsets of intersection cones generated by feasible region. The discrete gradient cutting angle search. Two- three-dimensional are Such an approach allows one, as rule, to escape minimizers which not ones. proposed strong properties. We present results numerical experiments using both smooth non-smooth test problems. These demonstrate that algorithm one find or near minimizer.

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