Homogeneous algorithms for multiextremal optimization

作者：Elsakov S M^*; Shiryaev V I

来源：Computational Mathematics and Mathematical Physics, 2010, 50(10): 1642-1654.

DOI：10.1134/S0965542510100027

• global optimization
• homogeneous algorithms
• Delaunay triangulation
• convergence of homogeneous algorithm to a global minimizer

The class of homogeneous algorithms for multiextremal optimization is defined, and a number of theorems are proved, including a sufficient condition for the convergence of homogeneous algorithms to a global minimizer. An approach to the synthesis of homogeneous algorithms based on model multi-peak functions is proposed. The existing algorithms are reviewed, and a new efficient multidimensional algorithm based on the Delaunay triangulation is constructed. Some numerical results are presented.

• 出版日期2010-10