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A global minimization algorithm for Lipschitz functions

โœ Scribed by M. Gaviano; D. Lera


Book ID
107402366
Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
528 KB
Volume
2
Category
Article
ISSN
1862-4472

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Timonov proposes an algorithm for global maximization of univariate Lipschitz functions in which successive evaluation points arc chosen in order to ensure at each iteration a maximal expected reduction of the "region of indeterminacy", which contains all globally optimal points. It is shown that su