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Extended univariate algorithms for n-dimensional global optimization

✍ Scribed by J. Pintér


Publisher
Springer Vienna
Year
1986
Tongue
English
Weight
608 KB
Volume
36
Category
Article
ISSN
0010-485X

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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