Cross-Hill: A heuristic method for global optimization

Tingting Wu, Deren Han and Yi Xu

Applied Mathematics and Computation, 2015, vol. 266, issue C, 959-967

Abstract: The heuristic Cross-Hill method proposed by Qi et al. (2009) [14] was recently extended from finding the Z-eigenvalues of tensors to quantum separation problem by Han and Qi (2013) [5]. In this paper, we show that it can be extended to solve general global optimization problems. The heuristic Cross-Hill method is a combination of a local optimization method and a global optimization method with lower dimension. At each iteration, it first uses the local optimization method to find a local solution. Then, using this point and an arbitrary orthogonal vector, it solves a two-dimensional optimization problem to find a better solution than that the local approach was able to find. Preliminary experimental results are very encouraging.

Keywords: Cross-Hill; Global optimization; Tensor; Polynomial optimization; Local method; Gradient descent method (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:266:y:2015:i:c:p:959-967

DOI: 10.1016/j.amc.2015.06.013

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