The GLOBAL optimization method revisited

T. Csendes, László Pál, J. Oscar H Sendín, Julio R. Banga

Research output: Contribution to journalArticle

61 Citations (Scopus)

Abstract

The multistart clustering global optimization method called GLOBAL has been introduced in the 1980s for bound constrained global optimization problems with black-box type objective function. Since then the technological environment has been changed much. The present paper describes shortly the revisions and updates made on the involved algorithms to utilize the novel technologies, and to improve its reliability. We discuss in detail the results of the numerical comparison with the old version and with C-GRASP, a continuous version of the GRASP method. According to these findings, the new version of GLOBAL is both more reliable and more efficient than the old one, and it compares favorably with C-GRASP too.

Original languageEnglish
Pages (from-to)445-454
Number of pages10
JournalOptimization Letters
Volume2
Issue number4
DOIs
Publication statusPublished - Aug 2008

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Constrained Global Optimization
Multistart
Numerical Comparisons
Black Box
Global Optimization
Optimization Methods
Objective function
Update
Clustering
Optimization Problem

Keywords

  • Clustering
  • Direct methods
  • Global optimization
  • Numerical tests

ASJC Scopus subject areas

  • Control and Optimization

Cite this

The GLOBAL optimization method revisited. / Csendes, T.; Pál, László; Sendín, J. Oscar H; Banga, Julio R.

In: Optimization Letters, Vol. 2, No. 4, 08.2008, p. 445-454.

Research output: Contribution to journalArticle

Csendes, T, Pál, L, Sendín, JOH & Banga, JR 2008, 'The GLOBAL optimization method revisited', Optimization Letters, vol. 2, no. 4, pp. 445-454. https://doi.org/10.1007/s11590-007-0072-3
Csendes, T. ; Pál, László ; Sendín, J. Oscar H ; Banga, Julio R. / The GLOBAL optimization method revisited. In: Optimization Letters. 2008 ; Vol. 2, No. 4. pp. 445-454.
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