Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima

Easterling, David R. and Watson, Layne T. and Madigan, Michael L. and Castle, Brent S. and Trosset, Michael W. (2011) Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima. Technical Report TR-11-19, Computer Science, Virginia Tech.

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Abstract

The optimization of three problems with high dimensionality and many local minima are investigated under five different optimization algorithms: DIRECT, simulated annealing, Spall’s SPSA algorithm, the KNITRO package, and QNSTOP, a new algorithm developed at Indiana University.

Item Type:	Departmental Technical Report
Keywords:	stochastic optimization, deterministic optimization, biomechanics, global optimization, simulated annealing, DIRECT, QNSTOP, KNITRO
Subjects:	Computer Science > Numerical Analysis Computer Science > Parallel Computation
ID Code:	1167
Deposited By:	Administrator, Eprints
Deposited On:	05 February 2013