Parallel multiextremum optimization using a set of Peano curves
Computational Mathematics and Mathematical Physics
Lipschitzian optimization without the Lipschitz constant
Journal of Optimization Theory and Applications
A Locally-Biased form of the DIRECT Algorithm
Journal of Global Optimization
ACM Transactions on Mathematical Software (TOMS)
Global Optimization with Non-Convex Constraints - Sequential and Parallel Algorithms (Nonconvex Optimization and its Applications Volume 45) (Nonconvex Optimization and Its Applications)
Lipschitz and Hölder global optimization using space-filling curves
Applied Numerical Mathematics
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This paper continues development of information-statistical approach to minimization of multiextremal functions in the case of non-convex constraints. Proposed approach is called index method. Solving multidimensional problem is reduced to solving equivalent single dimensional one. Dimension reduction is based on Peano curves that allow mapping multidimensional hyper cube onto the segment on real axis. We also use rotating Peano curves that allowed effectively parallelize algorithm to use hundreds of processors. Special attention was paid to mixed local-global strategy for algorithm convergence acceleration.