Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 1149.90427
Sertl, Stefan; Dellnitz, Michael
Global optimization using a dynamical systems approach. (English)
[J] J. Glob. Optim. 34, No. 4, 569-587 (2006). ISSN 0925-5001; ISSN 1573-2916/e

Summary: We develop new algorithms for global optimization by combining well known branch and bound methods with multilevel subdivision techniques for the computation of invariant sets of dynamical systems. The basic idea is to view iteration schemes for local optimization problems -- e.g. Newton's method or conjugate gradient methods -- as dynamical systems and to compute set coverings of their fixed points. The combination with bounding techniques allow for the computation of coverings of the global optima only. We show convergence of the new algorithms and present a particular implementation.

MSC 2000:: *90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
37N40 Dynamical systems in optimization and economics
90C30 Nonlinear programming
65K05 Mathematical programming (numerical methods)
90C52 Methods of reduced gradient type
90C53 Methods of quasi-Newton type

Keywords: Branch and bound optimization; Computation of fixed points; Dynamical systems; Global optimization

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]