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Latest revision as of 09:00, 15 May 2024
scientific article; zbMATH DE number 8981
Language | Label | Description | Also known as |
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English | Robust analysis and global optimization |
scientific article; zbMATH DE number 8981 |
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Robust analysis and global optimization (English)
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25 June 1992
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The paper is devoted to the problem of finding the global minimum of a lower semicontinuous and robust function \(f\). A set is robust if \(\text{cl}(D)=\text{cl}(\text{int}(D))\) and \(f\) is robust if its epigraph is robust. An optimality condition using topological measures \(\mu\) (nonempty open sets should have positive measure) is given in the form: \(\mu(H_ c)=0\), where \(H_ c=\{x:f(x)\leq c\}\neq\varnothing\). On this basis an algorithm for finding the global minimum is proposed --- it uses the mean value of \(f\) over the sets \(H_ c\), for decreasing \(c\). A reference for an industrial application is given.
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lower semicontinuous and robust function
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optimality condition
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