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

convergenceglobal optimizationnumerical resultsMonte Carlo methodbranch and boundquasi-Newton methodlocal search algorithmintegral filter

Mathematics Subject Classification ID

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

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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)

• An integral function and vector sequence method for unconstrained global optimization
• 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
• A integral filter algorithm for unconstrained global optimization
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima

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