Abstract
We propose in this paper novel global descent methods for unconstrained global optimization problems to attain the global optimality by carrying out a series of local minimization. More specifically, the solution framework consists of a two-phase cycle of local minimization: the first phase implements local search of the original objective function, while the second phase assures a global descent of the original objective function in the steepest descent direction of a (quasi) global descent function. The key element of global descent methods is the construction of the (quasi) global descent functions which possess prominent features in guaranteeing a global descent.
| Original language | English |
|---|---|
| Pages (from-to) | 379-396 |
| Journal | Journal of Global Optimization |
| Volume | 50 |
| Issue number | 3 |
| Online published | 28 Jul 2010 |
| DOIs | |
| Publication status | Published - Jul 2011 |
| Externally published | Yes |
Research Keywords
- Global descentmethod
- Global optimization
- Local search
- Modified function approach
- Non-convex optimization
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