The GLOBAL optimization method revisited

被引：68

作者：

Csendes, Tibor ^{[1
]}

Pal, Laszlo ^{[2
]}

Sendin, J. Oscar H. ^{[3
]}

Banga, Julio R. ^{[3
]}

机构：

[1] Univ Szeged, Inst Informat, Szeged, Hungary

[2] Sapientia Univ, Fac Business & Humanities, Miercurea Ciuc, Romania

[3] CSIC, IIM, Vigo, Spain

来源：

OPTIMIZATION LETTERS | 2008年 / 2卷 / 04期

关键词：

Global optimization; Direct methods; Clustering; Numerical tests;

D O I：

10.1007/s11590-007-0072-3

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The multistart clustering global optimization method called GLOBAL has been introduced in the 1980s for bound constrained global optimization problems with black-box type objective function. Since then the technological environment has been changed much. The present paper describes shortly the revisions and updates made on the involved algorithms to utilize the novel technologies, and to improve its reliability. We discuss in detail the results of the numerical comparison with the old version and with C-GRASP, a continuous version of the GRASP method. According to these findings, the new version of GLOBAL is both more reliable and more efficient than the old one, and it compares favorably with C-GRASP too.

引用

页码：445 / 454

页数：10

共 25 条

[11] GREEDY RANDOMIZED ADAPTIVE SEARCH PROCEDURES [J].