Global descent methods for unconstrained global optimization

被引:0
|
作者
Z. Y. Wu
D. Li
L. S. Zhang
机构
[1] University of Ballarat,School of Information Technology and Mathematical Sciences
[2] The Chinese University of Hong Kong,Department of Systems Engineering and Engineering Management
[3] Shanghai University,Department of Mathematics
来源
关键词
Global descent method; Global optimization; Local search; Modified function approach; Non-convex optimization;
D O I
暂无
中图分类号
学科分类号
摘要
We propose in this paper novel global descent methods for unconstrained global optimization problems to attain the global optimality by carrying out a series of local minimization. More specifically, the solution framework consists of a two-phase cycle of local minimization: the first phase implements local search of the original objective function, while the second phase assures a global descent of the original objective function in the steepest descent direction of a (quasi) global descent function. The key element of global descent methods is the construction of the (quasi) global descent functions which possess prominent features in guaranteeing a global descent.
引用
收藏
页码:379 / 396
页数:17
相关论文
共 50 条
  • [1] Global descent methods for unconstrained global optimization
    Wu, Z. Y.
    Li, D.
    Zhang, L. S.
    [J]. JOURNAL OF GLOBAL OPTIMIZATION, 2011, 50 (03) : 379 - 396
  • [2] Global convergence of nonmonotone descent methods for unconstrained optimization problems
    Sun, WY
    Han, JY
    Sun, J
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2002, 146 (01) : 89 - 98
  • [3] Some New Descent Nonlinear Conjugate Gradient Methods for Unconstrained Optimization Problems with Global Convergence
    Li, Min
    [J]. ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2024, 41 (02)
  • [4] Note on global convergence of ODE methods for unconstrained optimization
    Wu, XY
    Xia, JL
    Ouyang, ZX
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2002, 125 (2-3) : 311 - 315
  • [5] GLOBAL DESCENT METHOD FOR GLOBAL OPTIMIZATION
    Ng, Chi-Kong
    Li, Duan
    Zhang, Lian-Sheng
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2010, 20 (06) : 3161 - 3184
  • [6] Descent Property and Global Convergence of a New Search Direction Method for Unconstrained Optimization
    Belloufi, Mohammed
    Benzine, Rachid
    [J]. NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION, 2015, 36 (02) : 169 - 180
  • [7] A Conjugate Gradient Method With Sufficient Descent And Global Convergence For Unconstrained Nonlinear Optimization
    Liu, Hailin
    Cheng, Sui Sun
    Li, Xiaoyong
    [J]. APPLIED MATHEMATICS E-NOTES, 2011, 11 : 139 - 147
  • [8] Global convergence of a class of unconstrained optimal methods included conjugate descent method
    Du, X.
    Ye, L.
    Xu, C.
    [J]. Gongcheng Shuxue Xuebao/Chinese Journal of Engineering Mathematics, 2001, 18 (02): : 119 - 122
  • [9] Criteria for unconstrained global optimization
    Demidenko, E.
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2008, 136 (03) : 375 - 395
  • [10] Criteria for Unconstrained Global Optimization
    E. Demidenko
    [J]. Journal of Optimization Theory and Applications, 2008, 136 : 375 - 395