SPT: A stochastic tunneling algorithm for global optimization (Q5954666): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
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
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