On Timonov's algorithm for global optimization of univariate Lipschitz functions

DOI10.1007/BF00120664zbMath0741.90065OpenAlexW2019429998MaRDI QIDQ1177913

Pierre Hansen, Shi Hui Lu, Brigitte Jaumard

Publication date: 26 June 1992

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00120664

zbMATH Keywords

global maximizationunivariate Lipschitz function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

A new sampling method in the DIRECT algorithm ⋮ Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds. ⋮ Unconstrained and constrained global optimization of polynomial functions in one variable ⋮ Global optimization of univariate Lipschitz functions. I: Survey and properties ⋮ Algorithms for multi-extremal mathematical programming problems employing the set of joint space-filling curves

Cites Work

• Global optimization of univariate Lipschitz functions. I: Survey and properties
• Global optimization of univariate Lipschitz functions. II: New algorithms and computational comparison
• On a sequential search strategy in global optimization problems
• Best sequential search strategies for finding an extremum
• An algorithm for finding the absolute extremum of a function
• A Sequential Method Seeking the Global Maximum of a Function

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