Authors: James Dover Semion Gutman
Publish Date: 2006/06/14
Volume: 36, Issue: 2, Pages: 307-318
Abstract
The Stability Index Method SIM combines stochastic and deterministic algorithms to find global minima of multidimensional functions The functions may be nonsmooth and may have multiple local minima The method examines the change of the diameters of the minimizing sets for its stopping criterion At first the algorithm uses the uniform random distribution in the admissible set Then normal random distributions of decreasing variation are used to focus on probable global minimizers To test the method it is applied to seven standard test functions of several variables The computational results show that the SIM is efficient reliable and robust
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