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

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)

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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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