Stochastic global optimization methods part II: Multi level methods
Mathematical ProgrammingPublished 1 September 1987Open access
A. H. G. Rinnooy Kan, G. T. Timmer
Citations377
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TL;DR
Two stochastic methods for global optimization are described that, with probability 1, find all relevant local minima of the objective function with the smallest possible number of local searches.
Abstract
In Part II of this paper, two stochastic methods for global optimization are described that, with probability 1, find all relevant local minima of the objective function with the smallest possible number of local searches. The computational performance of these methods is examined both analytically and empirically.
Keywords
Computer ScienceMathematicsEngineering
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