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Mathematics of Computation

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On descent from local minima

Authors: A. A. Goldstein and J. F. Price
Journal: Math. Comp. 25 (1971), 569-574
MSC: Primary 49D05
MathSciNet review: 0312365
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Abstract: When a local minimum of a function of several variables has been found by use of an algorithm for finding such minima numerically, one often runs the same algorithm many times with different starting values in the hopes of finding a lower minimum. Here, under the assumption that a local minimum is known, a process with analytical criteria is described which sometimes finds smaller local minima in an algorithmic manner.

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Keywords: Descent methods, global minimization, local minima, numerical methods, unconstrained minimization
Article copyright: © Copyright 1971 American Mathematical Society

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