On convergence of "divide the best" global optimization algorithms

DOI10.1080/02331939808844414zbMath0986.90058OpenAlexW2092825673MaRDI QIDQ4944418

Yaroslav D. Sergeyev

Publication date: 16 June 2002

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939808844414

zbMATH Keywords

convergencemultidimensional global optimizationdivide the best algorithms

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (20)

Univariate global optimization with multiextremal non-differentiable constraints without penalty functions ⋮ A DIRECT-type approach for derivative-free constrained global optimization ⋮ Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization ⋮ On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization ⋮ On the Least-Squares Fitting of Data by Sinusoids ⋮ Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives ⋮ Numerical methods using two different approximations of space-filling curves for black-box global optimization ⋮ A deterministic global optimization using smooth diagonal auxiliary functions ⋮ On strong homogeneity of a class of global optimization algorithms working with infinite and infinitesimal scales ⋮ A partition-based global optimization algorithm ⋮ Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants ⋮ MSO: a framework for bound-constrained black-box global optimization algorithms ⋮ Lipschitz and Hölder global optimization using space-filling curves ⋮ On the extension of the \textsc{direct} algorithm to multiple objectives ⋮ Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants ⋮ Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization ⋮ A multi-objective \textbf{DIRECT} algorithm for ship hull optimization ⋮ Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT} ⋮ A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints ⋮ On Deterministic Diagonal Methods for Solving Global Optimization Problems with Lipschitz Gradients

Uses Software

• Global Optimization Toolbox For Maple

Cites Work

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• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Boolean term orders and the root system \(B_n\)
• Accelerations for a variety of global optimization methods
• Accelerations for global optimization covering methods using second derivatives
• Handbook of global optimization
• Parallel characteristical algorithms for solving problems of global optimization
• A deterministic algorithm for global optimization
• A global minimization algorithm with parallel iterations
• An algorithm for finding the global maximum of a multimodal, multivariate function
• An algorithm for finding the absolute extremum of a function

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