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a mixed algorithm for smooth global optimization
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نویسنده
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ziadi raouf ,bencherif-madani abdelatif
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منبع
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journal of mathematical modeling - 2023 - دوره : 11 - شماره : 2 - صفحه:207 -228
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چکیده
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This paper presents a covering algorithm for solving bound-constrained global minimization problems with a differentiable cost function. in the proposed algorithm, we suggest to explore the feasible domain using a one-dimensional global search algorithm through a number of parametric curves that are relatively spread and simultaneously scan the search space. to accelerate the corresponding algorithm, we incorporate a multivariate quasi-newton local search algorithm to spot the lowest regions. the proposed algorithm converges in a finite number of iterations to an $varepsilon$-approximation of the global minimum. the performance of the algorithm is demonstrated through numerical experiments on some typical test functions.
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کلیدواژه
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global optimization ,alienor dimensionality reduction technique ,α −dense curve ,one-dimensional global search algorithm ,limited memory bfgs-b algorithm
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آدرس
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university ferhat abbas setif 1, laboratory of fundamental and numerical mathematics (lmfn), department of mathematics, algeria, university ferhat abbas setif 1, laboratory of fundamental and numerical mathematics (lmfn), department of mathematics, algeria
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پست الکترونیکی
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lotfi_madani@yahoo.fr
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Authors
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