A univariate global search working with a set of Lipschitz constants for the first derivative

DOI10.1007/S11590-008-0110-9zbMath1173.90544OpenAlexW2042882259MaRDI QIDQ1024739

Yaroslav D. Sergeyev, Dmitri E. Kvasov

Publication date: 17 June 2009

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-008-0110-9

zbMATH Keywords

global optimizationgeometric algorithmsa set of Lipschitz constantsLipschitz derivatives

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (24)

Diagonal generalizaton of the DIRECT method for problems with constraints ⋮ Convergence rate of a rectangular subdivision-based optimization algorithm for smooth multivariate functions ⋮ A new global optimization method for a symmetric Lipschitz continuous function and the application to searching for a globally optimal partition of a one-dimensional set ⋮ Geodesic and contour optimization using conformal mapping ⋮ A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function ⋮ An adaptive univariate global optimization algorithm and its convergence rate for twice continuously differentiable functions ⋮ On one-step worst-case optimal trisection in univariate bi-objective Lipschitz optimization ⋮ Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives ⋮ A deterministic global optimization using smooth diagonal auxiliary functions ⋮ Lipschitz gradients for global optimization in a one-point-based partitioning scheme ⋮ A partition-based global optimization algorithm ⋮ Application of reduced-set Pareto-Lipschitzian optimization to truss optimization ⋮ A Simulink-based software solution using the infinity computer methodology for higher order differentiation ⋮ Simplicial Lipschitz optimization without the Lipschitz constant ⋮ Globally-biased disimpl algorithm for expensive global optimization ⋮ Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants ⋮ GOSH: derivative-free global optimization using multi-dimensional space-filling curves ⋮ A deterministic method for continuous global optimization using a dense curve ⋮ Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties ⋮ Deterministic global optimization using space-filling curves and multiple estimates of Lipschitz and Hölder constants ⋮ Derivative-free local tuning and local improvement techniques embedded in the univariate global optimization ⋮ Advantages of simplicial partitioning for Lipschitz optimization problems with linear constraints ⋮ Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces ⋮ On Deterministic Diagonal Methods for Solving Global Optimization Problems with Lipschitz Gradients

Uses Software

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Cites Work

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• Lipschitzian optimization without the Lipschitz constant
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• Algorithm 829
• Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
• Global optimization
• A locally-biased form of the DIRECT algorithm.
• Using DIRECT to solve an aircraft routing problem

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