A integral filter algorithm for unconstrained global optimization

DOI10.1016/J.AMC.2006.05.147MaRDI QIDQ879465zbMATH OpenOpenAlexFDO

Authors Mingming Li, Yongjian Yang, Xuewu Du

Publication date 14 May 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.147

zbMATH Keywords

branch and boundglobal optimizationintegral-form algorithmlocal search algorithmnumerical examplesunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

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Cites work

• A filled function method for finding a global minimizer of a function of several variables
• A regression method for the Monte Carlo evaluation of multidimensional integrals
• Introduction to global optimization
• New classes of globally convexized filled functions for global optimization
• Revised filled function methods for global optimization.
• Terminal repeller unconstrained subenergy tunneling (TRUST) for fast global optimization
• The evaluation of multidimensional integrals
• The globally convexized filled functions for global optimization
• The Tunneling Algorithm for the Global Minimization of Functions

Cited in

(5)

• Optimality condition and algorithm with deviation integral for global optimization
• A new integral filter algorithm for unconstrained global optimization
• A necessary and sufficient condition for a point to be a global maximizer of a constrained optimization
• An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
• An integral function and vector sequence method for unconstrained global optimization

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