Adaptive nested optimization scheme for multidimensional global search

DOI10.1007/s10898-015-0355-7zbMath1355.90072OpenAlexW1241353122MaRDI QIDQ330495

Alexander Gergel, Victor P. Gergel, Vladimir A. Grishagin

Publication date: 26 October 2016

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-015-0355-7

zbMATH Keywords

dimensionality reductionadaptive nested optimization schemeglobal search algorithmsmultidimensional multiextremal optimization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (14)

Adaptive global optimization based on a block-recursive dimensionality reduction scheme ⋮ A Search Algorithm for the Global Extremum of a Discontinuous Function ⋮ Generalized parallel computational schemes for time-consuming global optimization ⋮ Space-filling curves for numerical approximation and visualization of solutions to systems of nonlinear inequalities with applications in robotics ⋮ Metaheuristic vs. deterministic global optimization algorithms: the univariate case ⋮ Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes ⋮ On the Least-Squares Fitting of Data by Sinusoids ⋮ An accelerated algorithm for finding efficient solutions in multiobjective problems with black-box multiextremal criteria ⋮ On strong homogeneity of a class of global optimization algorithms working with infinite and infinitesimal scales ⋮ Multiextremal Optimization in Feasible Regions with Computable Boundaries on the Base of the Adaptive Nested Scheme ⋮ Multidimensional Global Search Using Numerical Estimations of Minimized Function Derivatives and Adaptive Nested Optimization Scheme ⋮ Efficient multicriterial optimization based on intensive reuse of search information ⋮ GOSH: derivative-free global optimization using multi-dimensional space-filling curves ⋮ Multidimensional global optimization using numerical estimates of objective function derivatives

Uses Software

• Global Optimization Toolbox For Maple
• LGO
• Algorithm 829

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lipschitz gradients for global optimization in a one-point-based partitioning scheme
• A review of recent advances in global optimization
• A parallel method for finding the global minimum of univariate functions
• Handbook of global optimization
• Parallel characteristical algorithms for solving problems of global optimization
• Local tuning and partition strategies for diagonal GO methods
• Global optimization with non-convex constraints. Sequential and parallel algorithms
• Efficient partition of \(N\)-dimensional intervals in the framework of one-point-based algorithms
• Introduction to global optimization
• Global optimization in action. Continuous and Lipschitz optimization: algorithms, implementations and applications
• Comparison of independent, stratified and random covering sample schemes in optimization problems
• Global optimization with space-filling curves.
• Globally-biased disimpl algorithm for expensive global optimization
• One-dimensional nested maximin designs
• Introduction to Global Optimization Exploiting Space-Filling Curves
• On Solving Optimization Problems with Hidden Nonconvex Structures
• The information approach to multiextremal optimization problems
• Nested Partitions Method for Global Optimization
• An algorithm for finding the absolute extremum of a function
• Algorithm 829
• Space filling curves and mathematical programming
• A Sequential Method Seeking the Global Maximum of a Function
• Global optimization
• Efficient strategy for adaptive partition of N-dimensional intervals in the framework of diagonal algorithms

This page was built for publication: Adaptive nested optimization scheme for multidimensional global search