CGRS -- an advanced hybrid method for global optimization of continuous functions closely coupling extended random search and conjugate gradient method

DOI10.1016/j.cam.2017.10.018zbMath1390.90442MaRDI QIDQ679580

Christian Gnandt, Rainer Callies

Publication date: 11 January 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.10.018

zbMATH Keywords

global optimization; conjugate gradient method; hybrid approach; random search; convergence in probability; distribution-based region control

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C59: Approximation methods and heuristics in mathematical programming

Uses Software

• Maple
• Matlab
• PSwarm
• CG_DESCENT
• COBYLA2
• MultiMin
• CGLS