On the Efficiency of a Global Non-differentiable Optimization Algorithm Based on the Method of Optimal Set Partitioning

摘要

The examined algorithm for global optimization of the multiextremal non-differentiable function is based on the following idea: the problem of determination of the global minimum point of the function f(x) on the set Ω(f(x) has a finite number of local minima in this domain) is reduced to the problem of finding all local minima and their attraction spheres with a consequent choice of the global minimum point among them. This reduction is made by application of the optimal set partitioning method. The proposed algorithm is evaluated on a set of well-known one-dimensional, two-dimensional and three-dimensional test functions. Recommendations for choosing the algorithm parameters are given.