An algorithm for global optimization of Lipschitz continuous functions (Q1090241): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for global optimization of Lipschitz continuous functions |
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An algorithm for global optimization of Lipschitz continuous functions (English)
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1988
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An algorithm is presented which locates the global minimum or maximum of a function satisfying a Lipschitz condition. The algorithm uses lower bound functions defined on a partitioned domain to generate a sequence of lower bounds for the global minimum. Convergence is proved, and some numerical results are presented.
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sequence of lower bounds
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nondifferentiable optimization
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global optimization
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Lipschitz continuous functions
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