Geodesic
Homogeneous algorithms for multiextremal optimization
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 10, pp. 1727-1740 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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