A simplicial homology algorithm for lipschitz optimisation

Published in Journal of Global Optimization, 2018

Recommended citation: Endres, SC, Sandrock, C, Focke, WW (2018) A simplicial homology algorithm for lipschitz optimisation, Journal of Global Optimization. http://dx.doi.org/10.1007/s10898-018-0645-y

The simplicial homology global optimisation (SHGO) algorithm is a general purpose global optimisation algorithm based on applications of simplicial integral homology and combinatorial topology. SHGO approximates the homology groups of a complex built on a hypersurface homeomorphic to a complex on the objective function.

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