TY - JOUR
ID - 6201
TI - A mixed algorithm for smooth global optimization
JO - Journal of Mathematical Modeling
JA - JMM
LA - en
SN - 2345-394X
AU - Ziadi, Raouf
AU - Bencherif-Madani, Abdelatif
AD - Laboratory of Fundamental and Numerical Mathematics (LMFN), Department of Mathematics, University Ferhat Abbas Setif 1, 19000 Setif, Algeria
Y1 - 2023
PY - 2023
VL - 11
IS - 2
SP - 207
EP - 228
KW - Global optimization
KW - Alienor dimensionality reduction technique
KW - One-dimensional global search algorithm
KW - Limited Memory BFGS-B algorithm
DO - 10.22124/jmm.2022.23133.2061
N2 - This paper presents a covering algorithm for solving bound-constrained global minimization problems with a differentiable cost function. In the proposed algorithm, we suggest to explore the feasible domain using a one-dimensional global search algorithm through a number of parametric curves that are relatively spread and simultaneously scan the search space. To accelerate the corresponding algorithm, we incorporate a multivariate quasi-Newton local search algorithm to spot the lowest regions. The proposed algorithm converges in a finite number of iterations to an $\varepsilon$-approximation of the global minimum. The performance of the algorithm is demonstrated through numerical experiments on some typical test functions.
UR - https://jmm.guilan.ac.ir/article_6201.html
L1 - https://jmm.guilan.ac.ir/article_6201_56e857ceeea5c3d0d27c810b087698e4.pdf
ER -