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Numerical methods and programming, 2010, Volume 11, Issue 4, Pages 382–387
(Mi vmp333)
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This article is cited in 1 scientific paper (total in 1 paper)
Вычислительные методы и приложения
Some local and global search balancing methods in parallel global
optimization algorithms
K. A. Barkalov, V. V. Ryabov, S. V. Sidorov N. I. Lobachevski State University of Nizhni Novgorod
Abstract:
The paper continues the study of the informational-statistics approach for
minimizing multiextremal functions with nonconvex constraints called the index
method of global optimization. The procedure of solving
multidimensional problems is reduced to solving equivalent one-dimensional ones.
This reduction is based on using the Peano curves reflecting the unit segment
of the real axis to a hypercube uniquely. The technique of constructing a set
of Peano curves is used (rotated evolvements). It can be efficiently applied to
solving a problem on a cluster with tens and hundreds processors. The main attention
is paid to the use of a mixed local-global computational scheme to speed up the
convergence of the parallel algorithm as well as to the application of a local descent
after each improvement of a global optimum estimate (record local refinement) followed
by the global search continuation.
Keywords:
global optimization; black-box optimization; constrained optimization; index approach; rotated evolvements; mixed strategy; local-global strategy; local descent; GKLS; operating characteristics.
Citation:
K. A. Barkalov, V. V. Ryabov, S. V. Sidorov, “Some local and global search balancing methods in parallel global
optimization algorithms”, Num. Meth. Prog., 11:4 (2010), 382–387
Linking options:
https://www.mathnet.ru/eng/vmp333 https://www.mathnet.ru/eng/vmp/v11/i4/p382
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