On the problem of global optimisation of a multivariable function
Optimization and Control
2007-05-23 v1
Abstract
One of the actual problems in the field of numerical optimisation, as is well known, is the problem of the search for the global extremum of a multivariate function [1-9,13,14,17-21]. Various versions of the random search methods [6,8,9] are considered to be the most reliable to solve the problem of global optimisation. In this work we present the little-known methods of Halton and LP-search, which has been proved as one of the best practical solutions of the global optimisation problem.
Cite
@article{arxiv.math/0301256,
title = {On the problem of global optimisation of a multivariable function},
author = {Michael M. Medynski},
journal= {arXiv preprint arXiv:math/0301256},
year = {2007}
}