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Introduction to Global Optimization

Abstract : These slides constitute a 12h introductory course on global optimization. The course starts with basic concepts specific to global optimization and different from those underlying local optimization algorithms. A selection of 6 algorithms is then presented: random search, randomly restarted local searches, simulated annealing, CMA-ES and Bayesian Optimization. This selection is meant to cover the main mechanisms behind global searches. Pre-requisites are: linear algebra, basic probabilities and local optimization (gradient methods, necessary optimality conditions).
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https://hal.archives-ouvertes.fr/hal-03500652
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Submitted on : Friday, January 7, 2022 - 6:15:35 PM
Last modification on : Wednesday, September 28, 2022 - 11:34:09 AM

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  • HAL Id : hal-03500652, version 2

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Rodolphe Le Riche, Charlie Sire. Introduction to Global Optimization. Master. France. 2021. ⟨hal-03500652v2⟩

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