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Global descent methods for unconstrained global optimization

  • Z. Y. Wu
  • , D. Li*
  • , L. S. Zhang
  • *Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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 languageEnglish
Pages (from-to)379-396
JournalJournal of Global Optimization
Volume50
Issue number3
Online published28 Jul 2010
DOIs
Publication statusPublished - Jul 2011
Externally publishedYes

Research Keywords

  • Global descentmethod
  • Global optimization
  • Local search
  • Modified function approach
  • Non-convex optimization

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