A new version of the Price's algorithm for global optimization
An algorithm for finding a global solution of the unconstrained optimization problem \[ \min_{x\in\mathbb{R}^n} f(x), \] where \(f\in\mathbb{R}^n\to\mathbb{R}\) is a continuous function, is presented. The proposed algorithm is an improved version of Price's algorithm which is a controlled random search method. The authors test the given algorithm on a large set of standard test problems and use it for the solution of some optimization problems derived from the study of eclipsing binary star light curves.
scientific article; zbMATH DE number 1026356