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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2010 Volume 11, Issue 4, Pages 382–387 (Mi vmp333)

This article is cited in 1 paper

Вычислительные методы и приложения

Some local and global search balancing methods in parallel global optimization algorithms

K. A. Barkalov, V. V. Ryabov, S. V. Sidorov

N. I. Lobachevski State University of Nizhni Novgorod

Abstract: The paper continues the study of the informational-statistics approach for minimizing multiextremal functions with nonconvex constraints called the index method of global optimization. The procedure of solving multidimensional problems is reduced to solving equivalent one-dimensional ones. This reduction is based on using the Peano curves reflecting the unit segment of the real axis to a hypercube uniquely. The technique of constructing a set of Peano curves is used (rotated evolvements). It can be efficiently applied to solving a problem on a cluster with tens and hundreds processors. The main attention is paid to the use of a mixed local-global computational scheme to speed up the convergence of the parallel algorithm as well as to the application of a local descent after each improvement of a global optimum estimate (record local refinement) followed by the global search continuation.

Keywords: global optimization; black-box optimization; constrained optimization; index approach; rotated evolvements; mixed strategy; local-global strategy; local descent; GKLS; operating characteristics.

UDC: 541.186



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