Leap Gradient Algorithm
Optimization and Control
2016-01-26 v2
Abstract
The paper proposes a new algorithm for solving global univariate optimization problems. The algorithm does not require convexity of the target function. For a broad variety of target functions after performing (if necessary) several evolutionary leaps the algorithm naturally becomes the standard descent (or ascent) procedure near the global extremum. Moreover, it leads us to an efficient numerical method for calculating the global extrema of univariate real analytic functions.
Cite
@article{arxiv.1405.5548,
title = {Leap Gradient Algorithm},
author = {Sergey Nikitin},
journal= {arXiv preprint arXiv:1405.5548},
year = {2016}
}
Comments
24 pages, 10 figures