Global Optimization
Wednesday 10-14AM, room R509.
Homework:
- the 5.1 and 5.2 examples in the book Introduction to Global
Optimization pdf (pages 232-233).
- Exercise 4.9 (a,b, or both) and Exercise 4.13 (where tranform to
canonical d.c. form) in the same book (pages 229-230).
- Any realization of the algorithms we learn. You can use C, C++,
Mathematica, Maple, or other tools (ask to be sure). Always attach an
example you have tested. Graphical output is appreciated.
Useful links, literature:
- Aimo Törn, Antanas Zilinskas: Global Optimization, Vol. 350 of Lecture Notes in Computer Science, Springer, Berlin, 1989.
Introduction, Piyavskii-Shubert method
- R. Horst, P.M. Pardalos, and N.V. Thoai (editors): Introduction to Global Optimization, Vol. 3 of Nonconvex Optimization and its Applications, Kluwer Academic Publishers, Dordrecht, 1995. DC and Lipschitz.
- P. M. Pardalos, M. C. G. Resende (editors): Handbook of Applied Optimization, Cambridge University Press, 2002. optimality conditions
- R. Horst, P.M. Pardalos (editors): Handbook of Global Optimization, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1995. DC, Lipschitz
- Eligius M.T. Hendrix and B. G.-Tóth: Introduction to Global and Nonlinear Optimization, Springer, New York, 2010.
- Chapter 5:
Non-differentiable methods; Nelder and Mead, Powell, Penalty and Barrier function
methods, Projected gradient method, Inexact line search
- Chapter 6 (part): DIRECT, Stochastic models, response surface
- Chapter 4 (part): PRS, Multistart, Simulated
Annealing, also discussed in Chapter 7 together
with Multi-level Single Linkage, Tunelling, Filled Function method, ...
- Thomas Weise: Global Optimization Algorithms - Theory and Application,
e-book
This can be helpful for the small
talks!!!
In Hungarian:
Small talks:
Ant colony optimization - Bohus Péter
Neural Networs - Ferenczi Tamás
Differential evolution - Bus Norbert
Memetic algorithms - Balázs Krisztián
Hill climbing and raindrop methods - Hosszú Éva
- Reactive search optimization
- Graduated optimization
State space search - Vázsonyi Miklós
- Extremal optimization
szemidefinit programozás és polinom optimalizálás -
Kolumbán Sándor
- You can also suggest one.