• Admin
    UC Research Repository
    View Item 
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Reports
    • View Item
       
    • UC Home
    • Library
    • UC Research Repository
    • College of Engineering
    • Engineering: Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Browse

    All of the RepositoryCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsThis CollectionBy Issue DateAuthorsTitlesSubjects

    Statistics

    View Usage Statistics

    Global optimization requires global information

    Thumbnail
    View/Open
    baritompa_stephens_report_no147_1996.pdf (757.8Kb)
    Author
    Baritompa, William P.
    Stephens, Chris.
    Date
    1996
    Permanent Link
    http://hdl.handle.net/10092/11614
    Degree Name
    Research report

    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.

    Subjects
    Global optimization
     
    convergence
     
    stochastic algorithms
     
    deterministic algorithms
     
    Field of Research::01 - Mathematical Sciences
    Collections
    • Engineering: Reports [695]
    Rights
    https://canterbury.libguides.com/rights/theses

    UC Research Repository
    University Library
    University of Canterbury
    Private Bag 4800
    Christchurch 8140

    Phone
    364 2987 ext 8718

    Email
    ucresearchrepository@canterbury.ac.nz

    Follow us
    FacebookTwitterYoutube

    © University of Canterbury Library
    Send Feedback | Contact Us