ISSN:
1573-2916
Keywords:
Global optimization
;
covering methods
;
deterministic
;
mathematical programming
;
90C30
;
65K05
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Two improvements for the algorithm of Breiman and Cutler are presented. Better envelopes can be built up using positive quadratic forms. Better utilization of first and second derivative information is attained by combining both global aspects of curvature and local aspects near the global optimum. The basis of the results is the geometric viewpoint developed by the first author and can be applied to a number of covering type methods. Improvements in convergence rates are demonstrated empirically on standard test functions.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01098365