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A multi-local optimization algorithm

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Abstract

The development of efficient algorithms that provide all the local minima of a function is crucial to solve certain subproblems in many optimization methods. A “multi-local” optimization procedure using inexact line searches is presented, and numerical experiments are also reported. An application of the method to a semi-infinite programming procedure is included.

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This work was partially supported by Ministerio de Educación y Ciencia, Spain, DGICYT grant PB93-0703. Author (*) was supported by the Consellería d'Educació i Ciència of the Generalitat Valenciana.

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León, T., Sanmatías, S. & Vercher, E. A multi-local optimization algorithm. Top 6, 1–18 (1998). https://doi.org/10.1007/BF02564795

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  • DOI: https://doi.org/10.1007/BF02564795

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