An algorithm for finding the global maximum of a multimodal, multivariate function

Springer Science and Business Media LLC - Tập 34 - Trang 188-200 - 1986
Regina Hunter Mladineo1
1Rider College, Lawrenceville, USA

Tóm tắt

This algorithm for global optimization uses an arbitrary starting point, requires no derivatives, uses comparatively few function evaluations and is not side-tracked by nearby relative optima. The algorithm builds a gradually closer piecewise-differentiable approximation to the objective function. The computer program exhibits a (theoretically expected) strong tendency to cluster around relative optima close to the global. Results of testing with several standard functions are given.

Tài liệu tham khảo

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