Search of the global minimum by the method of exact quadratic regolarization
DOI:
https://doi.org/10.15587/2313-8416.2014.32250Keywords:
global minimum, exact quadratic regularization, primal-dual interior point methods, dichotomyAbstract
We offer a new method of exact quadratic regularization for search of a global minimum the functions with constraints. The method includes nonlinear transformations of the functions, local search and a dichotomy. This method has allowed to solve set of difficult test and applied problems of global optimization. Comparative numerical experiments have shown that new method is the best for the solution of this class of problems.
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Copyright (c) 2014 Анатолий Иванович Косолап
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