Abstract
This paper discusses algorithms of Moore, Skelboe, Ichida, Fujii and Hansen for solving the global unconstrained optimization problem. These algorithms have been tried on computers, but a thorough theoretical discussion of their convergence properties has been missing. The discussion was started in part I of this paper (Mathematical Programming 33 (1985) 300–317) where the convergence to the global minimum was studied. The present paper is concerned with the different behaviours of these algorithms when they are used for the determination of global minimum points. The solution sets of the algorithms can be a subset of the set of global minimum points,G, a superset ofG, or exactlyG. The algorithms are applicable to a very general class of functions: functions which are continuous, and have suitable inclusion functions. The number of global minimum points can be infinite.
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This work was supported by the Deutsche Forschungsgemeinschaft.
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Moore, R.E., Ratschek, H. Inclusion functions and global optimization II. Mathematical Programming 41, 341–356 (1988). https://doi.org/10.1007/BF01580772
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DOI: https://doi.org/10.1007/BF01580772