EM323: a line search based algorithm for solving high-dimensional continuous non-linear optimization problems

@article{Gardeux2011EM323AL,
  title={EM323: a line search based algorithm for solving high-dimensional continuous non-linear optimization problems},
  author={Vincent Gardeux and Rachid Chelouah and Patrick Siarry and Fred Glover},
  journal={Soft Comput.},
  year={2011},
  volume={15},
  pages={2275-2285}
}
This paper presents a performance study of an one-dimensional search algorithm for solving general high-dimensional optimization problems. The proposed approach is a hybrid between a line search algorithm of Glover (2010) and an improved variant of a global method of Gardeux et al (2009) that uses line search algorithms as sub-routines. The resulting algorithm, called EM323, was tested on 19 scalable benchmark functions, with a view to observing how optimization techniques for continuous… CONTINUE READING
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