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A survey on the global optimization problem: General theory and computational approaches

  • Global Optimization
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Abstract

Several different approaches have been suggested for the numerical solution of the global optimization problem: space covering methods, trajectory methods, random sampling, random search and methods based on a stochastic model of the objective function are considered in this paper and their relative computational effectiveness is discussed. A closer analysis is performed of random sampling methods along with cluster analysis of sampled data and of Bayesian nonparametric stopping rules.

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Authors and Affiliations

  1. Department of Mathematics, University of Milan, Via L. Cicognara 7, I-20129, Milan, Italy

    F. Archetti & F. Schoen

  2. C.N.R., Istituto per le Applicazioni della Matematica e dell'Informatica, Via L. Cicognara 7, I-20129, Milano, Italy

    F. Archetti & F. Schoen

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  1. F. Archetti
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  2. F. Schoen
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Archetti, F., Schoen, F. A survey on the global optimization problem: General theory and computational approaches. Ann Oper Res 1, 87–110 (1984). https://doi.org/10.1007/BF01876141

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