Fast algorithm for the cutting angle method of global optimization

Fast algorithm for the cutting angle method of global optimization
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DOI:
10.1023/a:1020256900863
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发表时间:
2002-10-01
影响因子:
1.8
通讯作者:
Beliakov, G
Beliakov, G
中科院分区:
数学3区
文献类型:
--
作者:
Batten, LM;Beliakov, G

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用于全局优化的切割角方法由Andramonov等人在1999年提出(Appl.Math.Lett. 12(1999)95)。计算机实现的结果表明,运行时间可以得到改善与适当的修改,底层的数学描述。在这篇文章中,我们描述了初始算法,并介绍了一个新的,我们证明是显着更快的每个阶段。在奔腾III 750兆赫处理器上进行的数值实验结果。
The cutting angle method for global optimization was proposed in 1999 by Andramonov et al. (Appl. Math. Lett. 12 (1999) 95). Computer implementation of the resulting algorithm indicates that running time could be improved with appropriate modifications to the underlying mathematical description. In this article, we describe the initial algorithm and introduce a new one which we prove is significantly faster at each stage. Results of numerical experiments performed on a Pentium III 750 Mhz processor are presented.