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Homogeneous algorithms for multiextremal optimization. (Russian, English) Zbl 1224.90152

Zh. Vychisl. Mat. Mat. Fiz. 50, No. 10, 1727-1740 (2010); translation in Comput. Math., Math. Phys. 50, No. 10, 1642-1654 (2010).
Summary: The class of homogeneous algorithms for multiextremal optimization is defined, and a number of theorems are proved, including a sufficient condition for the convergence of homogeneous algorithms to a global minimizer. An approach to the synthesis of homogeneous algorithms based on model multi-peak functions is proposed. The existing algorithms are reviewed, and a new efficient multidimensional algorithm based on the Delaunay triangulation is constructed. Some numerical results are presented.

MSC:

90C29 Multi-objective and goal programming
65K10 Numerical optimization and variational techniques
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