Homogeneous algorithms for multiextremal optimization
С. М. Елсаков, Vladimir I. Shiryaev · Computational Mathematics and Mathematical Physics · 2010
The class of homogeneous algorithms for multiextremal optimization is defined, and a number of theorems are proved, including a sufficient condition for the convergence of homogeneous algorithms to a global minimizer. An approach to the synthesis of homogeneous algorithms based on model multi-peak functions is proposed. The existing algorithms are reviewed, and a new efficient multidimensional algorithm based on the Delaunay triangulation is constructed. Some numerical results are presented.