Fast Algorithm for the Cutting Angle Method of Global Optimization

Authors:
L. M. Batten;G. Beliakov
Affiliations:
School of Computing and Mathematics, Deakin University, 221 Burwood Hwy, Burwood 3125, Australia/ Tel.: +61-3-9251-7474/ Fax: +61-3-9251-76040/ E-mail: lmbatten@deakin.edu.au;School of Computing and Mathematics, Deakin University, 221 Burwood Hwy, Burwood 3125, Australia/ Tel.: +61-3-9251-7474/ Fax: +61-3-9251-76040/ E-mail: gleb@deakin.edu.au
Venue:
Journal of Global Optimization
Year:
2002

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Abstract

The cutting angle method for global optimization was proposed in 1999 by Andramonov et al. (Appl. Math. Lett. 12 (1999) 95). Computer implementation of the resulting algorithm indicates that running time could be improved with appropriate modifications to the underlying mathematical description. In this article, we describe the initial algorithm and introduce a new one which we prove is significantly faster at each stage. Results of numerical experiments performed on a Pentium III 750 Mhz processor are presented.