An algorithm for finding the global maximum of a multimodal, multivariate function
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01580583.pdf
Reference6 articles.
1. L.C.W. Dixon and G.P. Szegö,Towards global optimisation 2 (North-Holland, Amsterdam 1978).
2. J. Kiefer, “Sequential minimax search for a maximum“,Proceedings of the American Mathematical Society 4 (1953) 502–506.
3. S.A. Pijavskii, “An algorithm for finding the absolute extremum of a function”,USSR Computational Mathematics and Mathematical Physics (1972) 57–67.
4. B. Shubert, “A sequential method seeking the global maximum of a function“,SIAM Journal of Numerical Analysis 9 (3) (1972) 379–388.
5. A.G. Sukharev, “A stochastic algorithm for extremum search, optimal in one step”,USSR Computational Mathematics and Mathematical Physics (1981) 23–39.
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