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Stochastic global optimization methods. I: Clustering methods.(English)Zbl 0634.90066

Summary: In this stochastic approach to global optimization, clustering techniques are applied to identify local minima of a real valued objective function that are potentially global. Three different methods of this type are described; their accuracy and efficiency are analyzed in detail.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods

Citations:

Zbl 0534.90067

Cite

References:

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[27]A.H.G. Rinnooy Kan and G.T. Timmer, ”Stochastic global optimization methods. Part II: Multi level methods,”Mathematical Programming 38 (1987) 57–78 (this issue). ·Zbl 0634.90067
[28]R.Y. Rubinstein,Simulation and the Monte Carlo Method (John Wiley & Sons, New York, 1981). ·Zbl 0529.68076
[29]A.J. Ruygrok, ”Mode Analysis in globaal optimaliseren,” Master Thesis, Erasmus University Rotterdam (in Dutch) (1982).
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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
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