AN IMPLICIT FILTERING ALGORITHM FOR OPTIMIZATION OF FUNCTIONS WITH MANY LOCAL MINIMA

In this paper we describe and analyze an algorithm for certain box con strained optimization problems that may have several local minima. A p aradigm for these problems is one in which the function to be minimize d is the sum of a simple function, such as a convex quadratic, and hig h frequency, low amplitude terms that cause local minima away from the global minimum of the simple function. Our method is gradient based a nd therefore the performance can be improved by use of quasi-Newton me thods.