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An algorithm for global optimization of Lipschitz continuous functions

โœ Scribed by C. C. Meewella; D. Q. Mayne

Publisher
Springer
Year
1988
Tongue
English
Weight
593 KB
Volume
57
Category
Article
ISSN
0022-3239

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๐Ÿ“œ SIMILAR VOLUMES

On Timonov's algorithm for global optimi
On Timonov's algorithm for global optimization of univariate Lipschitz functions
โœ Pierre Hansen; Brigitte Jaumard; Shi-Hui Lu ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer US ๐ŸŒ English โš– 477 KB

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