Global optimization requires global information

Type of content
Discussion / Working Papers
Publisher's DOI/URI
Thesis discipline
Degree name
Research Report
Publisher
University of Canterbury. Dept. of Mathematics
Journal Title
Journal ISSN
Volume Title
Language
Date
1996
Authors
Baritompa, William P.
Stephens, Chris.
Abstract

There are many global optimization algorithms which do not use global information. We broaden previous results, showing limitations on such algorithms, even if allowed to run forever. We show deterministic algorithms must sample a dense set to find the global optimum value and can never be guaranteed to converge only to global optimizers. Further, analogous results show introducing a stochastic element does not overcome these limitations. An example is simulated annealing in practice. Our results show there are functions for which the probability of success is arbitrarily small.

Description
Citation
Keywords
Global optimization, convergence, stochastic algorithms, deterministic algorithms
Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Field of Research::01 - Mathematical Sciences
Rights
Copyright William P. Baritompa