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

DOI10.1016/J.CAM.2017.10.018zbMATH Open1390.90442OpenAlexW2765173154MaRDI QIDQ679580FDOQ679580

Authors: Christian Gnandt, R. 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

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zbMATH Keywords

global optimizationconjugate gradient methodconvergence in probabilityhybrid approachrandom searchdistribution-based region control

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)

Cites Work

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Cited In (2)

• Continuous GRASP with a local active-set method for bound-constrained global optimization
• Using estimated gradients in bound-constrained global optimization

Uses Software

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

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