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Journal of Optimization Theory and Applications

, Volume 75, Issue 2, pp 423–432 | Cite as

Global optimization by multilevel search

  • B. Goertzel
Technical Note
  • 76 Downloads

Abstract

A new approach to the global optimization of functions with extremely rugged graphs is introduced. This multilevel search method is both an algorithm and a meta-algorithm, a logic for regulating optimization done by other algorithms. First, it is examined in the one-dimensional case theoretically and through simple examples. Then, to deal with higher dimensions, multilevel search is combined with the Monte Carlo method; this hybrid algorithm is tested on standard problems and is found to perform extremely well for a derivative-free method.

Key Words

Multilevel methods global optimization Monte Carlo methods 

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Copyright information

© Plenum Publishing Corporation 1992

Authors and Affiliations

  • B. Goertzel
    • 1
  1. 1.Department of MathematicsUniversity of NevadaLas Vegas

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