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An Effective Nonsmooth Optimization Algorithm for Locally Lipschitz Functions

โœ Scribed by Mahdavi-Amiri, Nezam; Yousefpour, Rohollah


Book ID
118803948
Publisher
Springer
Year
2012
Tongue
English
Weight
549 KB
Volume
155
Category
Article
ISSN
0022-3239

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On Timonov's algorithm for global optimi
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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