Geodesic
A new method for global optimization
Anatolii Kosolap1
1 University of Chemical Engineering, Ukraine
ESAIM. Proceedings, Tome 71 (2021), pp. 121-130.

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This paper presents a new method for global optimization. We use exact quadratic regularization for the transformation of the multimodal problems to a problem of a maximum norm vector on a convex set. Quadratic regularization often allows you to convert a multimodal problem into a unimodal problem. For this, we use the shift of the feasible region along the bisector of the positive orthant. We use only local search (primal-dual interior point method) and a dichotomy method for search of a global extremum in the multimodal problems. The comparative numerical experiments have shown that this method is very efficient and promising.
DOI : 10.1051/proc/202171121

Anatolii Kosolap 1

1 University of Chemical Engineering, Ukraine 
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Anatolii Kosolap. A new method for global optimization. ESAIM. Proceedings, Tome 71 (2021), pp. 121-130. doi : 10.1051/proc/202171121. http://geodesic.mathdoc.fr/articles/10.1051/proc/202171121/

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