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
β¦ LIBER β¦
On using estimates of Lipschitz constants in global optimization
β Scribed by P. Hansen; B. Jaumard; S. H. Lu
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 307 KB
- Volume
- 75
- Category
- Article
- ISSN
- 0022-3239
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