Homogeneous algorithms for multiextremal optimization
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 10, pp. 1727-1740
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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.
@article{ZVMMF_2010_50_10_a1,
author = {S. M. Elsakov and V. I. Shiryaev},
title = {Homogeneous algorithms for multiextremal optimization},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1727--1740},
publisher = {mathdoc},
volume = {50},
number = {10},
year = {2010},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a1/}
}
TY - JOUR AU - S. M. Elsakov AU - V. I. Shiryaev TI - Homogeneous algorithms for multiextremal optimization JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2010 SP - 1727 EP - 1740 VL - 50 IS - 10 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a1/ LA - ru ID - ZVMMF_2010_50_10_a1 ER -
S. M. Elsakov; V. I. Shiryaev. Homogeneous algorithms for multiextremal optimization. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 10, pp. 1727-1740. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_10_a1/