An algorithm for global optimization of Lipschitz continuous functions (Q1090241)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for global optimization of Lipschitz continuous functions |
scientific article |
Statements
An algorithm for global optimization of Lipschitz continuous functions (English)
0 references
1988
0 references
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.
0 references
sequence of lower bounds
0 references
nondifferentiable optimization
0 references
global optimization
0 references
Lipschitz continuous functions
0 references
0 references
