THE MONTAGNES-RUSSES ALGORITHM FOR GLOBAL OPTIMIZATION

Authors
AUBIN JP NAJMAN L
Citation
Jp. Aubin et L. Najman, THE MONTAGNES-RUSSES ALGORITHM FOR GLOBAL OPTIMIZATION, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 319(6), 1994, pp. 631-636
Citations number
6
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
319
Issue
6
Year of publication
1994
Pages
631 - 636
Database
ISI
SICI code
0764-4442(1994)319:6<631:TMAFGO>2.0.ZU;2-R
Abstract
The ''Montagnes Russes'' algorithm for finding a global minimum of a l ower semi-continuous function (thus involving state constraints) is a descent algorithm applied to an auxiliary function whose minima are th e global minima of the original function. This auxiliary function is o btained as a supremum of an increasing sequence of functions.