Parallel deterministic and stochastic global minimization of functions with very many minima

David Easterling (), Layne Watson, Michael Madigan, Brent Castle and Michael Trosset

Computational Optimization and Applications, 2014, vol. 57, issue 2, 469-492

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. Copyright Springer Science+Business Media New York 2014

Keywords: Stochastic optimization; Deterministic optimization; Biomechanics; Quadratic optimization; Simulated annealing; DIRECT; QNSTOP; KNITRO (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10589-013-9592-1

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