RT info:eu-repo/semantics/article
T1 A direct search algorithm for global optimization
A1 Baeyens Lázaro, Enrique
A1 Herreros López, Alberto
A1 Perán, José
K1 Global optimization
K1 Direct search methods
K1 Search space transformation
K1 33 Ciencias Tecnológicas
K1 12 Matemáticas
AB A direct search algorithm is proposed for minimizing an arbitrary real valued function. The algorithm uses a new function transformation and three simplex-based operations. The function transformation provides global exploration features, while the simplex-based operations guarantees the termination of the algorithm and provides global convergence to a stationary point if the cost function is differentiable and its gradient is Lipschitz continuous. The algorithm’s performance has been extensively tested using benchmark functions and compared to some well-known global optimization algorithms. The results of the computational study show that the algorithm combines both simplicity and efficiency and is competitive with the heuristics-based strategies presently used for global optimization.
PB MDPI
YR 2016
FD 2016
LK https://uvadoc.uva.es/handle/10324/57321
UL https://uvadoc.uva.es/handle/10324/57321
LA eng
NO Algorithms, 2016, vol. 9, n. 2, p. 40
NO Producción Científica
DS UVaDOC
RD 24-nov-2024