Parallel Deterministic and Stochastic Global Minimization of Functions with Very Many Minima
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TR Number
TR-11-19
Date
2011
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Computer Science, Virginia Polytechnic Institute & State University
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.
Description
Keywords
Numerical analysis, Parallel computation