On Timonov's algorithm for global optimi
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Pierre Hansen; Brigitte Jaumard; Shi-Hui Lu
📂
Article
📅
1991
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Springer US
🌐
English
⚖ 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