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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2010/v11r146.html
Дата изменения: Thu Nov 18 14:54:23 2010 Дата индексирования: Mon Oct 1 22:50:00 2012 Кодировка: |
"Some local and global search balancing methods in parallel global
optimization algorithms" Barkalov K.A., Ryabov V.V., Sidorov S.V. |
The paper continues the study of the informational-statistics approach for minimizing multiextremal functions with nonconvex constraints called the index method of global optimization. The procedure of solving multidimensional problems is reduced to solving equivalent one-dimensional ones. This reduction is based on using the Peano curves reflecting the unit segment of the real axis to a hypercube uniquely. The technique of constructing a set of Peano curves is used (rotated evolvements). It can be efficiently applied to solving a problem on a cluster with tens and hundreds processors. The main attention is paid to the use of a mixed local-global computational scheme to speed up the convergence of the parallel algorithm as well as to the application of a local descent after each improvement of a global optimum estimate (record local refinement) followed by the global search continuation. Keywords: global optimization, black-box optimization, constrained optimization, index approach, rotated evolvements, mixed strategy, local-global strategy, local descent, GKLS, operating characteristics
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Barkalov K.A. e-mail: KonstantinBarkalov@yandex.ru; Ryabov V.V. e-mail: vasily.v.ryabov@gmail.com; Sidorov S.V. e-mail: sidorov.sergey@gmail.com |