Relaxing the Assumptions of the Multilevel SingleLinkage Algorithm

  • Authors:
  • Marco Locatelli

  • Affiliations:
  • University of Trier, Department of Mathematics, D-54286 Trier, Germany E-mail: locatel@uni-trier.de

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 1998

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Abstract

In this paper we relax the assumptionsof a well known algorithm for continuous global optimization, MultilevelSingle Linkage (MLSL). It is shown that the goodtheoretical properties of MLSL are shared bya slightly different algorithm, Non-monotonic MLSL (NM MLSL),but under weaker assumptions.The main difference with MLSL is the fact that in NM MLSLsome non-monotonic sequences of sampled points are also consideredin order to decide whether to start or not a local search, whileMLSL only considers monotonic decreasing sequences. The modificationis inspiredby non-monotonic methods for local searches.