Optimality condition and algorithm with deviation integral for global optimization (Q1029107)

The paper is located to the field of global optimization, with a meaning also for nonsmooth and discontinuous optimization theory. The studied minimization problems are unconstrained and in a topological space setting. In fact, many real-world problems can be studied by the technique presented in the paper. In particular, problems with many local minima can be addressed. The results obtained based on problems from literature are encouraging. In order to obtain these techniques and outcomes, a measure theoretical and stochastical setting had to be established around the so-called deviation measure. To study the integral global minimization, a general form of the deviation integral is introduced and its properties are examinated in this paper. In terms of the deviation integral, optimality conditions and algorithms are presented. The algorithms use classical Newton's method for finding the largest zero of the deviation integral, and they are implemented by a properly designed Monte Carlo simulation. Numerical tests are given to show the effectiveness of the method. This article is well structured, and well demonstrated in terms of analysis (e.g., results and proofs) and numerical experiences. The authors give the outlook that in coming research, constrained and discrete problems will be studied by the method of the deviation integral. Moreover, in future, comparisons with other methods from, e.g., nonsmooth optimization and derivative-free optimization could be undertaken, too.