Global Optimization by Multilevel Coordinate Search Export

@article{citeulike:4742277, 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.}, author = {Huyer, Waltraud and Neumaier, Arnold}, citeulike-article-id = {4742277}, citeulike-linkout-0 = {http://dx.doi.org/10.1023/A:1008382309369}, citeulike-linkout-1 = {http://www.springerlink.com/content/r7x222817qg93872}, day = {21}, doi = {10.1023/A:1008382309369}, journal = {Journal of Global Optimization}, keywords = {continuous, local-search, metaheuristic, optimization, quadratic-programming}, month = {June}, number = {4}, pages = {331--355}, posted-at = {2009-06-04 09:34:19}, priority = {4}, title = {Global Optimization by Multilevel Coordinate Search}, url = {http://dx.doi.org/10.1023/A:1008382309369}, volume = {14}, year = {1999} }

TY - JOUR ID - citeulike:4742277 L3 - citeulike-article-id:4742277 N2 - 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. IS - 4 JF - Journal of Global Optimization EP - 355 TI - Global Optimization by Multilevel Coordinate Search VL - 14 SP - 331 KW - continuous KW - local-search KW - metaheuristic KW - optimization KW - quadratic-programming AU - Huyer, Waltraud AU - Neumaier, Arnold PY - 1999/06/21/ UR - http://dx.doi.org/10.1023/A:1008382309369 ER -