A CARTopt method for bound constrained global optimization

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dc.contributor.authorRobertson, B.L.
dc.contributor.authorPrice, C.J.
dc.contributor.authorReale, M.
dc.date.accessioned2017-01-25T03:10:14Z
dc.date.available2017-01-25T03:10:14Z
dc.date.issued2013en
dc.description.abstractA stochastic algorithm for bound-constrained global optimization is described. The method can be applied to objective functions that are nonsmooth or even discontinuous. The algorithm forms a partition on the search region using classification and regression trees (CART), which defines a region where the objective function is relatively low. Further points are drawn directly from the low region before a new partition is formed. Alternating between partition and sampling phases provides an effective method for nonsmooth global optimization. The sequence of iterates generated by the algorithm is shown to converge to an essential global minimizer with probability one under mild conditions. Nonprobabilistic results are also given when random sampling is replaced with points taken from the Halton sequence. Numerical results are presented for both smooth and nonsmooth problems and show that the method is effective and competitive in practice.en
dc.identifier.citationRobertson, B.L., Price, C.J., and Reale, M. (2013) A CARTopt method for bound constrained global optimization. ANZIAM Journal, 55, pp. 109-128.en
dc.identifier.doihttps://doi.org/10.1017/S1446181113000412
dc.identifier.urihttp://hdl.handle.net/10092/13118
dc.language.isoen
dc.publisherUniversity of Canterbury. Mathematics and Statisticsen
dc.rights.urihttps://hdl.handle.net/10092/17651
dc.subjectCARTen
dc.subjectHalton sequenceen
dc.subjectnumerical resultsen
dc.subjectrandom searchen
dc.subjectstochastic global optimizationen
dc.subject.anzsrcFields of Research::49 - Mathematical sciences::4903 - Numerical and computational mathematics::490302 - Numerical analysisen
dc.subject.anzsrcFields of Research::49 - Mathematical sciences::4903 - Numerical and computational mathematics::490304 - Optimisationen
dc.titleA CARTopt method for bound constrained global optimizationen
dc.typeJournal Article
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