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.