On the Goodness of Global Optimisation Algorithms, an Introduction into Investigating Algorithms
An early introductory text on Global Optimisation (GO), [TZ89], goes further than mathematical correctness in giving the reader an intuitive idea about concepts in GO. This chapter extends this spirit by introducing students and researchers to the concepts of Global Optimisation (GO) algorithms. The goal is to learn to read and interpret optimisation algorithms and to analyse their goodness. Before going deeper into mathematical analysis, it is good for students to get a flavour of the difficulty by letting them experiment with simple algorithms that can be followed by hand or spreadsheet calculations. Two simple one-dimensional examples are introduced and several simple NLP and GO algorithms arc elaborated. This is followed by some lessons that can be learned from investigating the algorithms systematically.
KeywordsLocal Search Global Optimisation Minimum Point Lipschitz Constant Global Optimization Algorithm
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