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Global Optimization by Multilevel Coordinate Search

by: Waltraud Huyer, Arnold Neumaier
Journal of Global Optimization, Vol. 14, No. 4. (21 June 1999), pp. 331-355.

X Abstract

Inspired by a method by Jones et al. (1993), we present a global optimization algorithm based on multilevel coordinate search. It is guaranteed to converge if the function is continuous in the neighborhood of a global minimizer. By starting a local search from certain good points, an improved convergence result is obtained. We discuss implementation details and give some numerical results.

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This article has been bookmarked 3 times, initially on 2009-06-04.

2009-06-04 Group Optimization
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