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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 10, Pages 1727–1740 (Mi zvmmf4944)  
This article is cited in 17 scientific papers (total in 17 papers)

Homogeneous algorithms for multiextremal optimization

S. M. Elsakov, V. I. Shiryaev

Southern Ural State University, pr. Lenina 76, Chelyabinsk, 454080 Russia
Full-text PDF (274 kB) Citations (17)
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Abstract: 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.
Key words: global optimization, homogeneous algorithms, Delaunay triangulation, convergence of homogeneous algorithm to a global minimizer.
Received: 22.11.2006
Revised: 05.12.2008
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 10, Pages 1642–1654
DOI: https://doi.org/10.1134/S0965542510100027
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: S. M. Elsakov, V. I. Shiryaev, “Homogeneous algorithms for multiextremal optimization”, Zh. Vychisl. Mat. Mat. Fiz., 50:10 (2010), 1727–1740; Comput. Math. Math. Phys., 50:10 (2010), 1642–1654
Citation in format AMSBIB
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    • This publication is cited in the following 17 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:54
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