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Cours Année : 2021

Introduction to Global Optimization

Résumé

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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Dates et versions

hal-03500652 , version 1 (22-12-2021)
hal-03500652 , version 2 (07-01-2022)

Identifiants

  • 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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