A new integral filter algorithm for unconstrained global optimization (Q2391877)
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| Language | Label | Description | Also known as |
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| English | A new integral filter algorithm for unconstrained global optimization |
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A new integral filter algorithm for unconstrained global optimization (English)
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5 August 2013
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This paper proposes an exponential integral filter algorithm in solving unconstrained global optimization problems. A quasi-Newton method search is used for the local minimum, and the Monte Carlo method is used for integral operation. The convergence of the algorithm is established under certain mild condition. Some numerical results in solving five test problems are presented.
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global optimization
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integral filter
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branch and bound
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local search algorithm
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quasi-Newton method
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Monte Carlo method
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convergence
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numerical results
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