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Fast algorithm for the cutting angle method of global optimization
journal contribution
posted on 2002-10-01, 00:00 authored by Lynn BattenLynn Batten, Gleb BeliakovGleb BeliakovThe cutting angle method for global optimization was proposed in 1999 by Andramonov et al. (Appl. Math. Lett. 12 (1999) 95). Computer implementation of the resulting algorithm indicates that running time could be improved with appropriate modifications to the underlying mathematical description. In this article, we describe the initial algorithm and introduce a new one which we prove is significantly faster at each stage. Results of numerical experiments performed on a Pentium III 750 Mhz processor are presented.