ISSN:
1573-2878
Keywords:
Homotopy
;
relaxation
;
trajectory tracking
;
global optimization
;
roots
;
nonlinear equations
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Two generalized trajectory methods are combined to provide a novel and powerful numerical procedure for systematically finding multiple local extrema of a multivariable objective function. This procedure can form part of a strategy for global optimization in which the greatest local maximum and least local minimum in the interior of a specified region are compared to the largest and smallest values of the objective function on the boundary of the region. The first trajectory method, a homotopy scheme, provides a globally convergent algorithm to find a stationary point of the objective function. The second trajectory method, a relaxation scheme, starts at one stationary point and systematically connects other stationary points in the specified region by a network of trjectories. It is noted that both generalized trajectory methods actually solve the stationarity conditions, and so they can also be used to find multiple roots of a set of nonlinear equations.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022635419332
