Date of Award
Master of Science (MS)
The global optimization problem is usually stated as the global minimization problem, which is to find a point x* ϵ S, a compact set in ʀⁿ, such that f(x*) ≤ f (x) ∀ x ϵ S. Much work has been done on functions satisfying various convexity conditions. The global minimization problem drops this requirement, allowing for multiple local minima. We will follow the standard assumption that f is continuous and that is has continuous first and second derivatives. The problem shall either be unconstrained or have simple bounds on the variables. A maximization problem is easily converted to a minimization problem by negating f.
Wofford, Richard K., "A Stochastic Global Optimization Program" (1987). Archived Theses. 121.