Geometric and information frameworks for constructing global optimization algorithms are considered, and several new ideas to speed up the search are proposed. The accelerated global optimization methods automatically realize a local behavior in the promising subregions without the necessity to stop the global optimization procedure. Moreover, all the trials executed during the local phases are used also in the course of the global ones. The resulting geometric and information global optimization methods have a similar structure, and a smart mixture of new and traditional computational steps leads to 22 different global optimization algorithms. All of them are studied and numerically compared on three test sets including 120 benchmark functions and 4 applied problems

Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization

LERA, DANIELA
2016-01-01

Abstract

Geometric and information frameworks for constructing global optimization algorithms are considered, and several new ideas to speed up the search are proposed. The accelerated global optimization methods automatically realize a local behavior in the promising subregions without the necessity to stop the global optimization procedure. Moreover, all the trials executed during the local phases are used also in the course of the global ones. The resulting geometric and information global optimization methods have a similar structure, and a smart mixture of new and traditional computational steps leads to 22 different global optimization algorithms. All of them are studied and numerically compared on three test sets including 120 benchmark functions and 4 applied problems
2016
deterministic global optimization; Lipschitz functions ; local tuning; local improvement; derivative-free algorithms
File in questo prodotto:
File Dimensione Formato  
JOTA 2016.pdf

Solo gestori archivio

Tipologia: versione editoriale
Dimensione 693.76 kB
Formato Adobe PDF
693.76 kB Adobe PDF   Visualizza/Apri   Richiedi una copia
Lera2016.pdf

accesso aperto

Tipologia: versione post-print
Dimensione 406.86 kB
Formato Adobe PDF
406.86 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/135836
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 34
  • ???jsp.display-item.citation.isi??? 28
social impact