A new integral filter algorithm for unconstrained global optimization

DOI10.1007/S11075-012-9630-6MaRDI QIDQ2391877zbMATH OpenOpenAlexFDO

Authors Lina Yue, Yongjian Yang

Publication date 5 August 2013

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-012-9630-6

zbMATH Keywords

branch and boundconvergenceglobal optimizationintegral filterlocal search algorithmMonte Carlo methodnumerical resultsquasi-Newton method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

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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Cites work

• A filled function method for finding a global minimizer of a function of several variables
• A integral filter algorithm for unconstrained global optimization
• Introduction to global optimization
• Stochastic global optimization.
• The Tunneling Algorithm for the Global Minimization of Functions

Cited in

(5)

• Novel global optimization algorithm with a space-filling curve and integral function
• New five-step DTZD algorithm for future nonlinear minimization with quartic steady-state error pattern
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• An integral function and vector sequence method for unconstrained global optimization
• A integral filter algorithm for unconstrained global optimization

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