Parallel Information Algorithm with Local Tuning for Solving Multidimensional GO Problems

Authors:
Yaroslav D. Sergeyev
Affiliations:
Institute of Systems Analysis and Information Technology of National Research Council, c/o DEIS, University of Calabria, 87036 Rende (CS), Italy and Software Department, University of Nizhni Novgo ...
Venue:
Journal of Global Optimization
Year:
1999

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Abstract

In this paper we propose a new parallel algorithm for solving global optimization (GO) multidimensional problems. The method unifies two powerful approaches for accelerating the search: parallel computations and local tuning on the behavior of the objective function. We establish convergence conditions for the algorithm and theoretically show that the usage of local information during the global search permits to accelerate solving the problem significantly. Results of numerical experiments executed with 100 test functions are also reported.