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A constrained, globalized, and bounded Nelder?Mead method for engineering optimization
2004
Structural And Multidisciplinary Optimization
One of the fundamental difficulties in engineering design is the multiplicity of local solutions. This has triggered much effort in the development of global search algorithms. Globality, however, often has a prohibitively high numerical cost for real problems. A fixed cost local search, which sequentially becomes global, is developed in this work. Globalization is achieved by probabilistic restarts. A spacial probability of starting a local search is built based on past searches. An improved
doi:10.1007/s00158-003-0320-9
fatcat:vqetd7juybcrbgbkgull4lq7iu