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The GLOBAL optimization method revisited

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Abstract

The multistart clustering global optimization method called GLOBAL has been introduced in the 1980s for bound constrained global optimization problems with black-box type objective function. Since then the technological environment has been changed much. The present paper describes shortly the revisions and updates made on the involved algorithms to utilize the novel technologies, and to improve its reliability. We discuss in detail the results of the numerical comparison with the old version and with C-GRASP, a continuous version of the GRASP method. According to these findings, the new version of GLOBAL is both more reliable and more efficient than the old one, and it compares favorably with C-GRASP too.

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Authors and Affiliations

  1. Institute of Informatics, University of Szeged, Szeged, Hungary

    Tibor Csendes

  2. Faculty of Business and Humanities, Sapientia University, Miercurea-Ciuc, Romania

    László Pál

  3. Instituto de Investigaciones Marinas, IIM-CSIC, Vigo, Spain

    J. Oscar H. Sendín & Julio R. Banga

Authors
  1. Tibor Csendes
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  2. László Pál
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  3. J. Oscar H. Sendín
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  4. Julio R. Banga
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Correspondence to Tibor Csendes.

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Csendes, T., Pál, L., Sendín, J.O.H. et al. The GLOBAL optimization method revisited. Optim Lett 2, 445–454 (2008). https://doi.org/10.1007/s11590-007-0072-3

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  • DOI: https://doi.org/10.1007/s11590-007-0072-3

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