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Global Optimization: Fractal Approach and Non-redundant Parallelism

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Abstract

More and more optimization problems arising in practice can not be solved by traditional optimization techniques making strong suppositions about the problem (differentiability, convexity, etc.). This happens because very often in real-life problems both the objective function and constraints can be multiextremal, non-differentiable, partially defined, and hard to be evaluated. In this paper, a modern approach for solving such problems (called global optimization problems) is described. This approach combines the following innovative and powerful tools: fractal approach for reduction of the problem dimension, index scheme for treating constraints, non-redundant parallel computations for accelerating the search. Through the paper, rigorous theoretical results are illustrated by figures and numerical examples.

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Strongin, R.G., Sergeyev, Y.D. Global Optimization: Fractal Approach and Non-redundant Parallelism. Journal of Global Optimization 27, 25–50 (2003). https://doi.org/10.1023/A:1024652720089

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  • DOI: https://doi.org/10.1023/A:1024652720089

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