6533b870fe1ef96bd12d03e7

RESEARCH PRODUCT

A multi-local optimization algorithm

Teresa LeónSusana SanmatíasEnriqueta Vercher

subject

Statistics and ProbabilityContinuous optimizationMathematical optimizationInformation Systems and ManagementMeta-optimizationManagement Science and Operations ResearchSemi-infinite programmingMaxima and minimaVector optimizationModeling and SimulationDiscrete Mathematics and CombinatoricsRandom optimizationMulti-swarm optimizationAlgorithmMetaheuristicMathematics

description

The development of efficient algorithms that provide all the local minima of a function is crucial to solve certain subproblems in many optimization methods. A “multi-local” optimization procedure using inexact line searches is presented, and numerical experiments are also reported. An application of the method to a semi-infinite programming procedure is included.

https://doi.org/10.1007/bf02564795