Global Optimization by Multilevel Coordinate Search

نویسندگان

  • Waltraud Huyer
  • Arnold Neumaier
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