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.
Similar content being viewed by others
References
Horst, R.and Pardalos, P.M. (eds.) (1995), Handbook on Global Optimization, Kluwer Academic Publishers, Dordrecht.
Kelly, C.T. (1999), Iterative Methods for Optimization, SIAM, Philadelphia.
Pintér, J. (1996), Global Optimization in Action (Continuous and Lipschitz Optimization: Algorithms, Implementations and Applications), Kluwer Academic Publishers, Dordrecht.
Evtushenko, Yu.G. (1985), Numerical Optimization Techniques, Translation Series in Mathematics and Engineering, Optimization Software Inc. New York.
Fiacco, A.V. and McCormic, G.P. (1990), Nonlinear Programming: Sequential Constrained Minimization Techniques, SIAM, Philadelphia.
Bertsekas, D.P. (1996), Constrained Optimization and Lagrange Multiplier Methods, Athena Scientific, Belmont.
Strongin, R.G. and Sergeyev, Ya.D. (2000), Global Optimization with Non-Convex Constraints: Sequential and Parallel Algorithms, Kluwer Academic Publishers, Dordrecht.
Sagan, H. (1994), Space-Filling Curves, Springer-Verlag, New York.
Bertsekas, D.P., and Tsitsiklis, J.N. (1989), Parallel and Distributed Computation: Numerical Methods, Prentice-Hall, Englewood Cliffs.
Migdalas, A., Pardalos, P.M., and Storøy, S. (Eds.) (1997), Parallel Computing in Optimization, Kluwer Academic Publishers, Dordrecht.
Roosta, S.H. (2000), Parallel Processing and Parallel Algorithms: Theory and Computation, Springer, New York.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
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
Issue Date:
DOI: https://doi.org/10.1023/A:1024652720089