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A new method for global optimization is being developed. It is based on the same principles as the well established interval branch-and-bound method but without so severe limitations on the objective function. It only needs to be a smooth function (i.e. twice differentiable), calculated by a "black box" procedure. Stochastic methods, like simulated annealing and genetic algorithms also are used as sources of inspiration. Parallel processing is appplied.
StatusCompleted
Period01/08/90 → …
Financing sourceUnknown
Research programmeUkendt
Amount0.00 Danish kroner
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ID: 2261602