Local tuning and partition strategies for diagonal GO methods (Q1402152): Difference between revisions

A one-dimensional global optimization method (GO) using local tuning on the behavior of the objective function is generalized to form a new diagonal algorithm for solving multi-dimensional global optimization problems using bisection strategy. Conditions for global convergence of the proposed algorithm are established. Numerical results reported demonstrate that the new algorithm using estimates of local Lipschitz constants over different subregions outperformed the traditional approach.