Abstract
The problem of finding the global minimum of a nonnegative function on a positive parallelepiped in n-dimensional Euclidean space is considered. A method for localizing false extrema in a bounded domain near the origin is proposed, which allows one to separate the global minimum from the false ones by moving the former away from the latter. With a suitable choice of the starting point in the gradient descent method, it is possible to prove the convergence of the iterative sequence to the global minimum of the function.
REFERENCES
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V. Grishagin, R. Israfilov, and Y. Sergeyev, “Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes,” Appl. Math. Comput. 318, 270–280 (2018).
Funding
This work was supported by the Russian Science Foundation, project no. 21-71-30005.
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Translated by I. Ruzanova
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Evtushenko, Y.G., Tret’yakov, A.A. Method for False Extrema Localization in Global Optimization. Dokl. Math. 108, 309–311 (2023). https://doi.org/10.1134/S1064562423700850
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DOI: https://doi.org/10.1134/S1064562423700850