SPT: A stochastic tunneling algorithm for global optimization (Q5954666): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 23:48, 4 March 2024

scientific article; zbMATH DE number 1701645
Language Label Description Also known as
English
SPT: A stochastic tunneling algorithm for global optimization
scientific article; zbMATH DE number 1701645

    Statements

    SPT: A stochastic tunneling algorithm for global optimization (English)
    0 references
    0 references
    12 January 2003
    0 references
    The paper develops an algorithm for unconstrained continuous global optimization problems that combines a stochastic Pijavskij tunneling approach with the TRUST method of \textit{J. Barhen} and \textit{V. Protopopescu} [in E. A. Floudas (ed.) et al., Kluwer, Nonconvex Optim. Appl. 7, 163-180 (1996; Zbl 0871.90080) and with \textit{D. Reiter}, Science 276, 1094-1097 (1997)]. A series of local descents is coupled with stochastic searches: New local minima descent regions are located utilizing a rejection-based stochastic procedure, where, based on an estimate of the Lipschitz constant and previous function evaluations, certain exclusion regions are determined and discarded from further investigation. The algorithm works particularly well for low dimensional problems, while for higher dimensional problems the impact of the exclusion regions on the efficiency of the algorithm decreases. Computational results are presented which show that the algorithm is competitve with other global optimization techniques also on large problem instance, including a large-scale seismology problem.
    0 references
    global optimization
    0 references
    stochastic Pijavskij tunneling
    0 references

    Identifiers