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Homotopy optimization methods for global optimization
[report]
2005
unpublished
We define a new method for global optimization, the Homotopy Optimization Method (HOM). This method differs from previous homotopy and continuation methods in that its aim is to find a minimizer for each of a set of values of the homotopy parameter, rather than to follow a path of minimizers. We define a second method, called HOPE, by allowing HOM to follow an ensemble of points obtained by perturbation of previous ones. We relate this new method to standard methods such as simulated annealing
doi:10.2172/876373
fatcat:wklzpvxasrfqnegcbq6abd3rpi