Global Optimization by Multilevel Coordinate Search
نویسندگان
چکیده
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.
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عنوان ژورنال:
- J. Global Optimization
دوره 14 شماره
صفحات -
تاریخ انتشار 1999