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.