An Algorithm for Globally Minimizing a Function with Local Minimal Values whose Sequence is Almost Lower Unimodal

Hideo KANEMITSU; Hideaki KONNO; Masaaki MIYAKOSHI

Summary

International Symposium on Nonlinear Theory and its Applications

2009

Session Number:C1L-C

Session:

Number:C1L-C3

An Algorithm for Globally Minimizing a Function with Local Minimal Values whose Sequence is Almost Lower Unimodal

Hideo KANEMITSU, Hideaki KONNO, Masaaki MIYAKOSHI,

pp.-

Publication Date:2009/10/18

Online ISSN:2188-5079

DOI:10.34385/proc.43.C1L-C3

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Summary:

We propose an algorithm for finding the global minimum of a function with local minimal function values whose sequence is lower unimodal as extensions of our previous function.
We also present an algorithm for finding the global minimum of multivariate functions. We show using a numerical example that the algorithm effectively finds the global minimum with only a few function evaluations.