A new integral filter algorithm for unconstrained global optimization

DOI10.1007/S11075-012-9630-6zbMATH Open1272.65055OpenAlexW2010693089MaRDI QIDQ2391877FDOQ2391877

Yongjian Yang, Lina Yue

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

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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)

Cites Work

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

Cited In (4)

• 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
• A integral filter algorithm for unconstrained global optimization

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