31 Oct 2001

Marius Overholt "Overview of global optimization".

Numerical analysis is sometimes dismissed as a dead subject. We will show that the numerical optimization of functions of several variables in the presence of multiple local extrema is a flourishing field with a steady stream of new ideas. It also has very important applications, especially in engineering. And the existing algorithms and heuristics often fail to achieve the results that users seek, thus spurring further research.
We give an overview of the main ideas used in global optimization at the present time, and mention some of the challenging problems to which they are applied.