Global Optimization - General

General

A common (standard) model form is the minimization of one real-valued function in the parameter-space, or its specified subset : here denotes the set defined by the constraints.

(The maximization of a real-valued function is equivalent to the minimization of the function .)

In many nonlinear optimization problems, the objective function has a large number of local minima and maxima. Finding an arbitrary local optimum is relatively straightforward by using classical local optimisation methods. Finding the global minimum (or maximum) of a function is far more difficult: symbolic (analytical) methods are frequently not applicable, and the use of numerical solution strategies often leads to very hard challenges.

Read more about this topic:  Global Optimization

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